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ICOMP: Stata module to calculate model selection information criteria

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Stanislav Kolenikov () (University of Missouri)

Additional information is available for the following registered author(s):

Abstract

Calculates informational criteria (AIC, SBIC, ICOMP) used to select the best model, in terms of goodness of fit to the nubmer of parameters trade-off, after any estimation command that produces a log-likelihood function value.

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File URL: http://fmwww.bc.edu/repec/bocode/i/icomp.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/i/icomp.hlp
File Format: text/plain
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/i/icomp.pdf
File Format: application/pdf
File Function: documentation
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S4010201.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 03 Apr 2000
Date of revision:
Handle: RePEc:boc:bocode:s410201

Note: This module may be installed from within Stata by typing "ssc install icomp". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: information criteria; AIC; SBC; SBIC; ICOMP;

Statistics
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This page was last updated on 2009-12-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.