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HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection

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Author Info

  • Roger Newson

    ()
    (National Heart and Lung Institute at Imperial College London)

Abstract

haif calculates homoskedastic adjustment inflation factors (HAIFs) for core variables in the corevarlist, caused by adjustment by the additional variables specified by addvars(). HAIFs are calculated for the variances and standard errors of estimated linear regression parameters corresponding to the core variables. For each variance (or standard error), the HAIF is defined as the ratio between that variance (or standard error) of that parameter, in a model containing both the core variables and the additional variables, to the corresponding variance (or standard error) of the same parameter, in a model containing only the core variables, calculated assuming that the second model is true, and also assuming that the outcome variable is homoskedastic (meaning that it has equal variances in all subpopulations defined by the predictor variables). haifcomp calculates the ratios between the HAIFs for the same core variables caused by adjustment for two alternative lists of additional variables, namely a numerator list and a denominator list. haif and haifcomp are intended for use in model selection, allowing the user to choose a model based on the joint distribution of the exposures and confounders, before estimating the parameters of the model from the data on the outcome variable.

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File URL: http://fmwww.bc.edu/repec/bocode/h/haif.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/h/haif.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/h/haifcomp.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/h/haifcomp.sthlp
File Function: help file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457016.

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Programming language: Stata
Requires: Stata version 11.0
Date of creation: 16 Mar 2009
Date of revision: 05 Oct 2013
Handle: RePEc:boc:bocode:s457016

Note: This module should be installed from within Stata by typing "ssc install haif". 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
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: homoskedasticity; model selection;

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