SPECCHECK: Stata module to check model specification

Nikolai Cook ()
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Nikolai Cook: University of Ottawa

Statistical Software Components from Boston College Department of Economics

Abstract: speccheck generates a standardized graphical output from a regression specification. The command will individually regress depvar against all possible indepvars combinations. The command will generate a figure with four subfigures. The effect curve is a histogram of the regression coefficients estimated for the first indepvar. The t-curve is a histogram of the absolute value of the t-statistics of the first indepvar.

Language: Stata
Requires: Stata version 8 and tuples from SSC (q.v.)
Keywords: regression; specification; areg; xtreg (search for similar items in EconPapers)
Date: 2019-12-14, Revised 2019-12-31
Note: This module should be installed from within Stata by typing "ssc inst speccheck". 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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http://fmwww.bc.edu/repec/bocode/s/speccheck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/speccheck.sthlp help file (text/plain)

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