*! Criteria for assessing ML model fit, by A. Tobias & M.J. Campbell *! version 1.1.12, 15 May 1998 STB-45 sg90 cap program drop mlfit program define mlfit version 1.1 local comd="$S_E_cmd" if ("`comd'"=="logistic" | "`comd'"=="poisson") { local n = $S_E_nobs local ll = $S_E_ll local ll2 = -2*`ll' local np = $S_E_mdf+1 } else if ("`comd'"=="logit" | "`comd'"=="clogit" | "`comd'"=="mlogit") { local n = _result(1) local ll = _result(2) local ll2 = -2*`ll' local chi = _result(6) if `chi'!=. { local np = _result(3)+1 } else local np = _result(3) } else if ("`comd'"=="glm") { local n = $S_1 local ll = (-$S_3)/2 local ll2 = -2*`ll' local chi = $S_4 if `chi'!=. { local np = ($S_1-$S_2) } else local np = ($S_1-$S_2)-1 } else { display in red "ERROR: Last estimates not found" display in red "Can only be used after glm, logit, clogit, mlogit, logistic or poisson command" exit } local aic=`ll2'+2*`np' local sc=`ll2'+`np'*ln(`n') display display in green " Criteria for assessing " "`comd'" " model fit" display in green " Akaike's Information Criterion (AIC) and Schwarz's Criterion (SC)" display display in green "------------------------------------------------------------------------------" display in green _col(2) "AIC" _col(16) "SC" _col(29) "| -2 Log Likelihood" _col(52) "Num.Parameters" display in green "----------------------------+-------------------------------------------------" display _col(2) `aic' _col(16) `sc' _col(29) in green "|" _col(32) in ye `ll2' _col(55) `np' display in green "------------------------------------------------------------------------------" mac def S_E_aic `aic' mac def S_E_sc `sc' mac def S_E_ll `ll' mac def S_E_ll2 `ll2' mac def S_E_np `np' mac def S_E_nobs `n' end