[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
