ICOMP: Stata module to calculate model selection information criteria
AbstractCalculates 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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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S4010201.
Programming language: Stata
Requires: Stata version 6.0
Date of creation: 03 Apr 2000
Date of revision:
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.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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