Hello all,

I am trying to predict future recessions using a Probit model and now I want to evaluate the out-sample forecasting performance using several measures such as the QPS (briers score), log probability score (LPS) and the Kuipers Score (KS).
I was wondering how to perform those tests in stata since I’m pretty new to the program and wasn’t able to find any code or package in order to calculate those scores automatically.

Thanks in advance and best regards,
David
Stata / SE 15.0