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RE: st: Automatic Model Fitting
From
"Patel, Monil (DOC)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Automatic Model Fitting
Date
Thu, 10 Jan 2013 19:28:41 +0000
Good to know.
Appreciate your response Nick!
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: Tuesday, January 08, 2013 11:12 AM
To: [email protected]
Subject: Re: st: Automatic Model Fitting
Stata philosophy is more typically to estimate by maximum likelihood
and then let you see what that implies in terms of any criterion or
criteria [NB] you wish to use.
As an old joke almost goes, the great thing about criteria is that
there are so many to choose from.
Nick
On Tue, Jan 8, 2013 at 3:35 PM, Patel, Monil (DOC) <[email protected]> wrote:
> I was wondering whether Stata has an option of automatic model fitting as in SAS. Where the software tests different time-series model using criterions such as AIC BIC etc for preliminary model selection.
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