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PRE: Stata module to calculate the proportional reduction in errors accomplished by an estimated model

Author

Listed:
  • Paul Millar

    (University of Calgary)

Programming Language

Stata

Abstract

pre is a post-estimation command that calculates the proportional reduction in errors achieved by the model. pre is a measure of the predictive power of a model. This routine is simpler and is applicable to more models than lstat. Stata 7 users should use pre7.

Suggested Citation

  • Paul Millar, 2005. "PRE: Stata module to calculate the proportional reduction in errors accomplished by an estimated model," Statistical Software Components S449502, Boston College Department of Economics, revised 14 Apr 2011.
    • Handle: RePEc:boc:bocode:s449502
    Note: This module should be installed from within Stata by typing "ssc install pre". 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/p/pre.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pre.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pre8.ado
    File Function: program code
    Download Restriction: no
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