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BICDROP1: Stata module to estimate the probability a model is more likely without each explanatory variable

Author

Listed:
  • Paul Millar

    (University of Calgary)

Programming Language

Stata

Abstract

bicdrop1 is a post-estimation command that uses the Bayesian Information Criterion (BIC) to estimate the probability that the model would be more likely after dropping one of the explanatory variables. The BIC was developed by Raftery (1995). It works after the following estimation commands: regress, logistic, logit, ologit, oprobit, mlogit, poisson, nbreg. It also reports Akaike's AIC, an earlier measure of model likelihood, and BIC' (BIC prime), an alternative measure proposed by Raftery for model comparison.

Suggested Citation

  • Paul Millar, 2005. "BICDROP1: Stata module to estimate the probability a model is more likely without each explanatory variable," Statistical Software Components S449501, Boston College Department of Economics, revised 14 Jul 2007.
    • Handle: RePEc:boc:bocode:s449501
    Note: This module should be installed from within Stata by typing "ssc install bicdrop1". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/b/bicdrop1.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/bicdrop1.hlp
    File Function: help file
    Download Restriction: no
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