See also
. help estat
for information on official Stata's -estat ic-.
Nick
[email protected]
[email protected]
> In reading through the digest this morning I noticed that
> there has been some discussion
> of the AIC statistic. I wrote this little AIC post
> estimation command a few
> months ago that can be used following programs written using
> Stata's ML
> capability. It can be ammended for use with other non-ML
> regression programs, like
> the glm command, by looking at the main program's list of estimation
> results. Type
> . ereturn list
>
> to see how results have been defined. Then simply change the
> definitions
> listed here as needed. The key is that the main program has
> to calculate a
> log-likelihood function.
>
> Joseph Hilbe
>
> * POST-ESTIMATION CALCULATION OF AIC STATISTIC Joseph Hilbe 7Jul2005
> program define aic
> version 9.0
> tempvar aic
> local nobs e(N)
> local npred e(df_m)
> local df = e(N) - e(df_m) -1
> local llike e(ll)
> qui gen `aic' = ((-2*`llike') + 2*(`npred'+1))/`nobs'
>
> di in gr _col(1) "AIC Statistic = " in ye %11.3f `aic'
> end
*
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