Hello.
How can I choose the min value between several scalars?
I'm trying to select the best model based on the information criteria. For this, I do a forvalue and I'm asking STATA to store the values of the BIC for each model. Then I want that STATA show me which one has the lowest BIC. I have found some examples trying to do similar things using MATA code. I'm not familiar with MATA. I tryed to replicate the example, but didn't work for me.
So far, this is what I got and I don't know how to continue.
forvalues i = 1/5 {
forvalues j =1/5 {
qui reg PIB_var L(1/`i').PIB_var L(1/`j').HH_total_var
qui estat ic
mat stats = r(S)
scalar BIC`i'_`j' = el(stats, 1, 6)
qui actest, lags(`i') small robus
scalar AC`i'_`j' = r(p)
}
}
scalar list
I want STATA to show me the minimum BIC and tell me to which model does it belong. Same for the autocorrelation test.
Can anyone help me please?
Thanks!!
How can I choose the min value between several scalars?
I'm trying to select the best model based on the information criteria. For this, I do a forvalue and I'm asking STATA to store the values of the BIC for each model. Then I want that STATA show me which one has the lowest BIC. I have found some examples trying to do similar things using MATA code. I'm not familiar with MATA. I tryed to replicate the example, but didn't work for me.
So far, this is what I got and I don't know how to continue.
forvalues i = 1/5 {
forvalues j =1/5 {
qui reg PIB_var L(1/`i').PIB_var L(1/`j').HH_total_var
qui estat ic
mat stats = r(S)
scalar BIC`i'_`j' = el(stats, 1, 6)
qui actest, lags(`i') small robus
scalar AC`i'_`j' = r(p)
}
}
scalar list
I want STATA to show me the minimum BIC and tell me to which model does it belong. Same for the autocorrelation test.
Can anyone help me please?
Thanks!!