RE: st: Using Bayesian Information Criterion (BIC)

["Rodrigo Alfaro A." <ralfaro@bcentral.cl>]

Type after your reg

local bic = -2*e(ll) + log(e(N)) * (e(N) - e(df_r)) 

or

gen double newvar = -2*e(ll) + log(e(N)) * (e(N) - e(df_r)) 


* Example
sysuse auto
reg price mpg  headroom trunk
di -2*e(ll) + log(e(N)) * (e(N) - e(df_r))
estat ic


Rodrigo.



-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Jeph Herrin
Enviado el: Lunes, 21 de Abril de 2008 02:48 p.m.
Para: statalist@hsphsun2.harvard.edu
Asunto: Re: st: Using Bayesian Information Criterion (BIC)

  estat ic
  matrix S=r(S)
  gen BIC=S[1,6]

Creates the variable you want.

hth,
Jeph

Beat Hintermann wrote:
> Hi there
> 
> I know how to display the BIC by typing estat(ic), but I can't seem to

> figure out how to use it in a calculation.
> 
> For example, I'd like to create a variable that takes the value of the

> BIC of the last regression. gen newvar=e(BIC) or something along those

> lines does not seem to work. Can anyone help?
> 
> Beat
> 
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