Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
Saturday, April 4, 2020
Measures of accuracy of predicted probabilities (QPS), (LPS), (KS)
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
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