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GENSPEC: Stata module to implement a General-to-Specific modelling algorithm


  • Damian Clarke

    () (Oxford University)


genspec is an algorithm for general-to-specific model prediction in Stata. It is designed to search a large number of explanatory variables, and from these explanatory variables select the 'best' model based upon their relevance and power in explaining the dependent variable of interest. genspec implements a series of tests and search paths as outlined in the (growing) econometric literature on general-to-specific modelling. This package was previously circulated as -gets- on SSC.

Suggested Citation

  • Damian Clarke, 2014. "GENSPEC: Stata module to implement a General-to-Specific modelling algorithm," Statistical Software Components S457892, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s457892
    Note: This module should be installed from within Stata by typing "ssc install genspec". Windows users should not attempt to download these files with a web browser.

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