Stata 15 help for estimates_stats

[R] estimates stats -- Model-selection statistics

Syntax

estimates stats [namelist] [, n(#)]

where namelist is a name, a list of names, _all, or *. A name may be ., meaning the current (active) estimates. _all and * mean the same thing.

Menu

Statistics > Postestimation

Description

estimates stats reports model-selection statistics, including the Akaike information criterion (AIC) and the Bayesian information criterion (BIC). These measures are appropriate for maximum likelihood models.

If estimates stats is used for a non-likelihood-based model, such as qreg, missing values are reported.

Option

n(#) specifies the N to be used in calculating BIC; see [R] BIC note.

Examples

Setup . sysuse auto . logistic foreign mpg weight displ

Create a table for the most recent estimation results . estimates stats

Compare two models . logistic foreign mpg weight displ . estimates store full . logistic foreign mpg weight . estimates store sub . estimates stats full sub

Stored results

estimates stats stores the following in r():

Matrices r(S) matrix with 6 columns (N, ll0, ll, df, AIC, and BIC) and rows corresponding to models in table


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