Stata 13 help for estat ic
Title
[R] estat ic — Display information criteria
Syntax
estat ic [, n(#)]
Menu for estat
Statistics > Postestimation > Reports and statistics
Description
estat ic displays the Akaike’s and Schwarz’s Bayesian information
criteria.
Option
n(#) specifies the N to be used in calculating BIC; see [R] BIC note.
Example
Setup
. sysuse auto
. regress price headroom trunk length mpg
Obtain AIC and BIC
. estat ic
Stored results
estat ic stores the following in r():
Matrices
r(S) 1 x 6 matrix of results:
1. sample size 4. degrees of freedom
2. log likelihood of null model 5. AIC
3. log likelihood of full model 6. BIC