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st: Influential observations in panel data
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.
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