English, Article edition: BIC: Stata module to evaluate the statistical significance of variables in a model Paul Millar

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Bookmark: http://trove.nla.gov.au/version/174929
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  • code
Language
  • English

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Title
  • BIC: Stata module to evaluate the statistical significance of variables in a model
Author
  • Paul Millar
Physical Description
  • code
Notes
  • bic is a post-estimation command that uses the Bayesian Information Criterion (BIC) for estimating the probability that a variable is part of a model, the equivalent of the statistical significance of a variable's effect. bic estimates models based on all possible combinations of the independent variables - it is computationally intensive. For each of these models it calculates the BIC statistic. It then calculates the probability of each of these models, based on Bayesian principles as first proposed by Schwarz (1978) and further developed by Raftery (1995).
  • Bayesian information criterion, Schwarz, BIC
  • RePEc:boc:bocode:s449507
Language
  • English
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