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Re: st: Automatic Model Fitting


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
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.

Nick

On Tue, Jan 8, 2013 at 3:35 PM, Patel, Monil  (DOC) <Monil.Patel@ky.gov> 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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