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st: RE: RE: aic statistic


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: aic statistic
Date   Thu, 27 Oct 2005 21:26:31 +0100

See also 

. help estat 

for information on official Stata's -estat ic-. 

Nick 
n.j.cox@durham.ac.uk 

Jhilbe@aol.com
 
> In reading through the digest this morning I noticed  that 
> there has been some discussion
> of the AIC statistic. I wrote this little  AIC post 
> estimation command a few 
> months ago that can be used following programs  written using 
> Stata's ML 
> capability. It can be ammended for use with other  non-ML 
> regression programs, like 
> the glm command, by looking at the main  program's list of estimation 
> results. Type  
> . ereturn list
> 
> to see how results have been defined. Then simply change  the 
> definitions 
> listed here as needed. The key is that the main program has 
> to  calculate a 
> log-likelihood function.
> 
> Joseph Hilbe
> 
> * POST-ESTIMATION CALCULATION OF AIC STATISTIC   Joseph Hilbe 7Jul2005
> program define aic
> version 9.0
> tempvar aic
> local nobs  e(N)
> local npred  e(df_m)
> local df = e(N) - e(df_m)  -1
> local llike   e(ll)
> qui gen `aic' = ((-2*`llike') +   2*(`npred'+1))/`nobs'
> 
> di in gr _col(1)  "AIC Statistic =  " in ye %11.3f `aic' 
> end

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