*! version 10.0 9sep2009
help olscstar

Title

olscstar -- Calculate Esarey's c* statistic

Syntax

glmcstar gamma

Description

olscstar is used after an OLS regression is run to compute Esarey's c* statistic for each regressor. The GLM alternative, glmcstar, should be used
after a generalized linear model is estimated with maximum likelihood. 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:
glmcstar glmcstari olscstari

Authors

Nathan Danneman, Emory University, ndannem@emory.edu

Justin Esarey, Emory University, jesarey@emory.edu