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Using the Bayesian Information Criterion (BIC) to judge models and statistical significance

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Author Info
Paul Millar () (University of Calgary)

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Abstract

After a short review of the development of the BIC (Jeffery, Schwartz). Its extension by Raftery for statistical signficance (implemented as -bic-) and a further, simpler routine (-bicdrop1-) will be discussed as preventative methods to avoid making incorrect inference decisions and also as "model mining" procedures.

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File URL: http://repec.org/nasug2006/Millar_BostonBIC.ppt
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Publisher Info
Paper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2006 with number 1.

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Date of creation: 23 Jul 2006
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Handle: RePEc:boc:asug06:1

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