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| From | "Patel, Monil (DOC)" <Monil.Patel@ky.gov> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Automatic Model Fitting |
| Date | Thu, 10 Jan 2013 19:28:41 +0000 |
Good to know. Appreciate your response Nick! -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: Tuesday, January 08, 2013 11:12 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: Automatic Model Fitting 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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/