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st: New ado routine: bicdrop1

From   Paul Millar <[email protected]>
To   [email protected]
Subject   st: New ado routine: bicdrop1
Date   Wed, 09 Mar 2005 18:42:15 -0700


I have written a new routine that can be executed after most of the more common estimation commands.  This routine uses the BIC statistic to see if the model is as probable without a given variable.  It is a good check for when your sample size is too large or small (the t statistic is sometimes too sensitive to N).  It is located at:

(the page has both the ado and hlp files).

Please let me know if you have any problems running it, or if you have requests for improvements.

- Paul Millar
University of Calgary

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