Re: st: autometrics in Stata?

[Maarten Buis <maartenlbuis@gmail.com>]

You should feel free to make suggestions, and in fact the people from
StataCorp have always said at Stata User Group meetings that
immediately after a release is the best time for such suggestions as
than they are still very open on what to do for the next release.
Experience tells us that they will not tell us what they are working
on, so you'll know whether it will be implemented in Stata 14 when
Stata 14 is released. However, "automagic" model selection is
typically not very popular in this community. In the end, it is the
researcher that has to justify his model and (s)he cannot delegate
that responsibility to a computer program. But, nothing stops you
implementing this technique yourself if you want it badly enough. That
is probably the most common reason why user written routines got
written.

-- Maarten


On Mon, Sep 2, 2013 at 4:11 PM, Stephen Martin
<stephen.martin@york.ac.uk> wrote:
> The 'autometrics' routine in PcGive offers an automated implementation
> of David Hendry's general-to-specific modelling approach.  This
> enables the analyst to start with a very general empirical model and
> then refine this into a more parsimonious representation that passes
> various standard econometric tests.
>
> Is there an equivalent command in Stata 13?
>
> If not, may I suggest consideration be given to adding this to Stata 14?
>
> Thanks.
>
> Steve
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-- 
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Maarten L. Buis
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