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Re: st: BICREG: BIC-based tests for individual effects


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: BICREG: BIC-based tests for individual effects
Date   Wed, 23 Feb 2005 21:25:07 -0500

At 05:45 PM 2/23/2005 -0700, Paul Millar wrote:
In R (and Splus) there is a routine written by Raftery that uses a BIC based probability test for each individual slope for OLS and logistic models. Is such a thing also available in Stata? Is there anyone else interested in such a facility?
I'm not aware of any existing routines that do this, but it would be nice. Zhiqiang Wang's -lrdrop1- routine does AIC tests for logistic regression models. I suspect it wouldn't be too hard to modify it to do BIC tests.

Long and Freese's -fitstat- routine (part of -spostado-) will do BIC comparisons of models (both OLS and logit), but you have to specify each model yourself. The -mlogtest- routine that also comes with -spostado- does chi-square tests of each coefficient in an -mlogit- model - again I suspect it wouldn't be too hard to modify it if someone wanted to.


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Richard Williams, Notre Dame Dept of Sociology
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