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Re: st: Automatic Model Fitting

From   Nick Cox <>
Subject   Re: st: Automatic Model Fitting
Date   Tue, 8 Jan 2013 16:11:41 +0000

Stata philosophy is more typically to estimate by maximum likelihood
and then let you see what that implies in terms of any criterion or
criteria [NB] you wish to use.

As an old joke almost goes, the great thing about criteria is that
there are so many to choose from.


On Tue, Jan 8, 2013 at 3:35 PM, Patel, Monil  (DOC) <> wrote:

> I was wondering whether Stata has an option of automatic model fitting as in SAS. Where the software tests different time-series model using criterions such as AIC BIC etc for preliminary model selection.
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