*! version 10.0 9sep2009
help glmcstar

Title

glmcstar -- Calculate Esarey's c* statistic

Syntax

glmcstar gamma

Description

glmcstar is used to compute Esarey's c* statistic for each regressor after a GLM regression is estimated using maximum likelihood. The OLS alternative, olscstar, should be used after a regression is estimated with OLS. Gamma is the user's loss aversion parameter. An error will be returned if the function is given zero arguments, more than one argument, or a gamma equal to zero. Gamma can be less than one, but a note is returned indicating that this selection indicates loss seeking preferences.

Also see

Online:
olscstar glmcstari olscstari

Authors

Nathan Danneman, Emory University, ndannem@emory.edu

Justin Esarey, Emory University, jesarey@emory.edu