How to find (the minimum) Scwarz Information Criterion (SIC)

[Rens Eggink]

Dear all,

I want to see if the FF three-factor model or Carhart (1997) four-factor model fits the mutual fund returns from my sample best.
My professor said that I should find the one with the minimum Scwarz Information Criterion (SIC) score.

Can anyone please explain how I can find the SIC?

My two main regression are;

reg EW_Portfolio RM_RF SMB HML MOM

and;

reg EW_Portfolio RM_RF SMB HML

Best regards,
Rens Eggink

P.S. Please excuse me for my English. It is not my first language.

[Rich Goldstein]

you type (after estimating each regression):

estat ic

this, and other things available after estimating a regression can be found in

help regress postestimation

[Rens Eggink]

Dear Rich,

Thanks a lot for your help (again!).

Best,
Rens