Dear all,
I would like to do a post-estimation to check what the best combination
and number of variables is to be included in my regression. I see that it
is possible to do this in stata with with the AIC but that this does not
support xtreg. Is there a command that does the same thing for fixed
effect estimations?
Thank you in advance,
Elisa
--
Elisa Lanzi
PhD student in Economics and Organisation (SSAV)
Venice International University
Isola di San Servolo
30100 Venice
Italy
email: elisa.lanzi@unive.it
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