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Re: st: RE: AIC xtpcse


From   ghislain dutheil <gdutheil@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: AIC xtpcse
Date   Wed, 27 Aug 2008 18:45:02 +0200

I try this and it give me :

. estimates table new, stats(aic) style(oneline)

---------------------------
    Variable |    new     
-------------+-------------
      mvalue |  .11556216 
      kstock |  .23067849 
       _cons | -42.714369 
-------------+-------------
         aic |          . 
---------------------------
 That's the same with my data
. est table toto, stats(aic)

---------------------------
    Variable |    toto    
-------------+-------------
   X1 |  .54593144 
    X2 |  .02803043 
  
       _cons | -.95524811 
-------------+-------------
         aic |     .


Is it not possible to have AIC ?

Martin Weiss a écrit :
> Try 
>
> **********
> webuse grunfeld, clear
>     xtset company year, yearly
>     xtpcse invest mvalue kstoc
> 	eret li
>     estimates store new
> estimates table new, stats(aic) style(oneline)
> **********
>
> to see that this is the normal behavior. Likely explanation: -xtpcse- does
> not return the information you are asking for. Type -eret li- to see what it
> does return.
>
>
> HTH
> Martin 
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of ghislain dutheil
> Sent: Wednesday, August 27, 2008 4:06 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: AIC xtpcse
>
> Hi,
>
> I run stata 8.2, I have several model estimatited by xtpcse, and I have 
> to select one.
>
> estimates table, stats(aic) doesn't return a value but a blank.
>
> Is it possible to have AIC or BIC from xtpcse ?
>
> Thanks
>
> Ghislain
>
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