GENSPEC: Stata module to implement a General-to-Specific modelling algorithm

Damian Clarke

Statistical Software Components from Boston College Department of Economics

Abstract: genspec is an algorithm for general-to-specific model prediction in Stata. It is designed to search a large number of explanatory variables, and from these explanatory variables select the 'best' model based upon their relevance and power in explaining the dependent variable of interest. genspec implements a series of tests and search paths as outlined in the (growing) econometric literature on general-to-specific modelling. This package was previously circulated as -gets- on SSC.

Language: Stata
Requires: Stata version 11
Keywords: general-to-specific modelling; specification search; regression (search for similar items in EconPapers)
Date: 2014-08-19
Note: This module should be installed from within Stata by typing "ssc install genspec". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/genspec.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/genspec.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457892

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