English, Article edition: BICDROP1: Stata module to estimate the probability a model is more likely without each explanatory variable Paul Millar

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Bookmark: http://trove.nla.gov.au/version/103163
Physical Description
  • code
Language
  • English

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Title
  • BICDROP1: Stata module to estimate the probability a model is more likely without each explanatory variable
Author
  • Paul Millar
Physical Description
  • code
Notes
  • bicdrop1 is a post-estimation command that uses the Bayesian Information Criterion (BIC) to estimate the probability that the model would be more likely after dropping one of the explanatory variables. The BIC was developed by Raftery (1995). It works after the following estimation commands: regress, logistic, logit, ologit, oprobit, mlogit, poisson, nbreg. It also reports Akaike's AIC, an earlier measure of model likelihood, and BIC' (BIC prime), an alternative measure proposed by Raftery for model comparison.
  • Bayes information criterion, BIC, AIC
  • RePEc:boc:bocode:s449501
Language
  • English
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