REGCRITS—Compute/display information criteria
Posted: Thu Apr 04, 2024 7:24 am
@REGCRITS is a post-processor for an estimation instruction which computes and (optionally) displays various information criteria. It has no parameters, as it just picks the information off from the accessible variables. This should be used immediately after any estimation instruction which computes a log likelihood such as LINREG, NLLS, BOXJENK, GARCH or MAXIMIZE.
Detailed description
Detailed description