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st: Influential observations in panel data


From   "Cornelia Schmidt" <laorcas@hotmail.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Influential observations in panel data
Date   Wed, 05 Apr 2006 07:50:52 +0000

Dear Statalist-members,

do you perhaps have suggestions on the following question: I am concerned with regression diagnostics for the estimation results of fixed effects panel regressions (sample of 115 countries over 20 years). I first did a graphical analysis of outliers. Now, I would like to examine influential cases. The only methods I know are calculating the residuals from the regression and looking where they are extremely large or doing a Jacknife-test. Are you aware of any better methods that can be apllied by Stata-commands (in analogy to cooks distance or dfbeta for OLS regressions)? Moreover, do you know if there is a method to test the modelfit for fixed effects regressions comparable to the AIC or BIC criteria?

Any comments would be helpful. Thank you very much.

Best wishes,

Cornelia

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