Hello,
I have written a new routine that can be executed after most of the more common estimation commands. This routine uses the BIC statistic to see if the model is as probable without a given variable. It is a good check for when your sample size is too large or small (the t statistic is sometimes too sensitive to N). It is located at:
www.ucalgary.ca/~pemillar/stata.htm
(the page has both the ado and hlp files).
Please let me know if you have any problems running it, or if you have requests for improvements.
- Paul Millar
Sociology
University of Calgary
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