*! version 10.0 9sep2009
help olscstari

Title

olscstari -- Calculate Esarey's c* statistic

Syntax

olscstari beta se df gamma

Description

olscstari is for calculating Esarey's c* statistic from manually entered coefficients and standard errors from printed tables in papers and articles (as opposed to being used as a post-estimation tool). It is appropriate for use with OLS regression estimates; generalized linear models using maximum likelihood should be handled with the parallel glmcstar and glmcstari commands. Beta is a coefficient estimate, se is the standard error of that estimate, df is the residual degrees of freedom, and gamma is the user's loss aversion parameter. An error will be returned if the function is given a gamma = 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 olscstar

Authors

Nathan Danneman, Emory University, ndannem@emory.edu

Justin Esarey, Emory University, jesarey@emory.edu