AIC_MODEL_SELECTION: Stata module to perform Forward Model Selection using AIC or BIC

Matthias Schonlau ()
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Matthias Schonlau: University of Waterloo

Statistical Software Components from Boston College Department of Economics

Abstract: aic_model_selection performs a regression on a sequence of models adding one x-variable (in the order specified) at a time, as defined by a forward stepwise regression.

Language: Stata
Requires: Stata version 16.1
Keywords: model selection; AIC; BIC (search for similar items in EconPapers)
Date: 2021-09-13
Note: This module should be installed from within Stata by typing "ssc install aic_model_selection". 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/a/aic_model_selection.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/aic_model_selection_examples.ado sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/aic_model_selection.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458994

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