Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Using Bayesian Information Criterion (BIC)


From   "Rodrigo Alfaro A." <[email protected]>
To   <[email protected]>
Subject   RE: st: Using Bayesian Information Criterion (BIC)
Date   Mon, 21 Apr 2008 15:11:06 -0400

Type after your reg

local bic = -2*e(ll) + log(e(N)) * (e(N) - e(df_r)) 

or

gen double newvar = -2*e(ll) + log(e(N)) * (e(N) - e(df_r)) 


* Example
sysuse auto
reg price mpg  headroom trunk
di -2*e(ll) + log(e(N)) * (e(N) - e(df_r))
estat ic


Rodrigo.



-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de Jeph Herrin
Enviado el: Lunes, 21 de Abril de 2008 02:48 p.m.
Para: [email protected]
Asunto: Re: st: Using Bayesian Information Criterion (BIC)

  estat ic
  matrix S=r(S)
  gen BIC=S[1,6]

Creates the variable you want.

hth,
Jeph

Beat Hintermann wrote:
> Hi there
> 
> I know how to display the BIC by typing estat(ic), but I can't seem to

> figure out how to use it in a calculation.
> 
> For example, I'd like to create a variable that takes the value of the

> BIC of the last regression. gen newvar=e(BIC) or something along those

> lines does not seem to work. Can anyone help?
> 
> Beat
> 
> * *   For searches and help try: *
> http://www.stata.com/support/faqs/res/findit.html * 
> http://www.stata.com/support/statalist/faq * 
> http://www.ats.ucla.edu/stat/stata/
> 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

********************************************************************************
ADVERTENCIA: La  informaci�n  contenida  en  esta  transmisi�n, y  en  cualquier archivo  adjunto, est�  sujeta a reserva legal conforme a la normativa aplicable  al  Banco  Central  de  Chile, y  no  puede  ser usada o difundida  por personas distintas  de  su o sus destinatarios. Si usted ha recibido esta transmisi�n por error,  por  favor  notifique  inmediatamente al remitente respondiendo por este mismo medio y elim�nela de su sistema.
El  Banco Central de Chile no se har� responsable de la exactitud y veracidad de la informaci�n contenida en este mensaje, as�  como  de su  modificaci�n, copia, divulgaci�n  o  reenv�o,  total  o  parcial.   Su  uso  no  autorizado puede ser sancionado de conformidad con las leyes chilenas. 
El  Banco  Central  de  Chile  transmite  sus decisiones a trav�s de comunicados oficiales, los  que  pone  a  disposici�n  del p�blico en su p�gina de Internet: www.bcentral.cl 


DISCLAIMER: The information  contained  in  this  email or any attached file, is subject to legal  privilege  pursuant  to the laws and regulations applicable to the Central  Bank  of  Chile , and may not be used or disseminated by any person other  than  its  intended recipients. If you have received this transmission in error, please  notify  the sender immediately by reply to this email address and delete it from your system.
The Central Bank  of  Chile shall not be liable for the accuracy or authenticity of the contents of this message, whether amended, copied, forwarded or disclosed in  any  form, in  whole  or  in part.  Please note that unauthorized use may be penalized  in  conformity  with  the  Chilean law.    
The Central  Bank of Chile communicates its decisions by  official releases, and 
makes them available to the public in its WebPages: www.bcentral.cl

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index