Sunday, November 23, 2025

Post-Estimation Tests of Competing (or Alternative) Models

In various literatures I'm seeing a palpable trend of reporting results from various competing models, alternative specifications, or robustness checks, in a single table. This trend, in turn, helps motivate another, related emerging trend of reporting results from various postestimation tests designed to facilitate comparisons between or among competing models for overall efficacy (or balance between goodness-of-fit and complexity).

One popular test includes the Akaike Information Criterion ("AIC") which provides one perspective on a model's performance. A brand new Stata video (click here) provides a quick-and-easy demonstration on how to generate AIC (and BIC) results in Stata (using the estat ic Stata command).