Statalist


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

RE: st: Using Bayesian Information Criterion (BIC)


From   "Lorena Barberia" <barberia@fas.harvard.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Using Bayesian Information Criterion (BIC)
Date   Tue, 22 Apr 2008 13:55:32 -0300

I have a similar question. I would like to use the BIC to compare different
estimations. Specifically, I am trying to estimate models with panel
corrected standard errors (XTPCSE) and GMM First Difference and System
estimators. After both commands, I tried to issue the command estat ic. I
receive the following error message "likelihood information not found in
last estimation results." 

I tried to follow Rodrigo's instructions below, but I am not able to receive
the BIC for each model. I am not sure what I am doing wrong, but I could not
get the result.

Thanks for any help anyone can offer,

Lorena

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Rodrigo Alfaro A.
Sent: Monday, April 21, 2008 4:11 PM
To: statalist@hsphsun2.harvard.edu
Cc: Beat Hintermann
Subject: RE: st: Using Bayesian Information Criterion (BIC)

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: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Jeph Herrin
Enviado el: Lunes, 21 de Abril de 2008 02:48 p.m.
Para: statalist@hsphsun2.harvard.edu
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  información  contenida  en  esta  transmisión, y  en
cualquier archivo  adjunto, está  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 transmisión por error,  por  favor  notifique  inmediatamente
al remitente respondiendo por este mismo medio y elimínela de su sistema.
El  Banco Central de Chile no se hará responsable de la exactitud y
veracidad de la información contenida en este mensaje, así  como  de su
modificación, copia, divulgación  o  reenvío,  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 través de
comunicados oficiales, los  que  pone  a  disposición  del público en su
página 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/


*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index