I have Intercooled Stata 9.2 fully updated and -estat ic- works well after xtreg, fe:
e.g.
. use http://www.stata-press.com/data/r7/abdata.dta
. xtreg n w k, fe
[omissis]
. estat ic
------------------------------------------------------------------------------
Model | Obs ll(null) ll(model) df AIC BIC
-------------+----------------------------------------------------------------
. | 1031 225,2154 660,7365 3 -1315,473 -1300,658
------------------------------------------------------------------------------
It does not work after xtreg, re; nor I can find a solution but switching to xtreg, mle.
Nicola
At 02.33 21/06/2007 -0400, "Elisa Lanzi" wrote:
>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
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