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Re: st: PSPLINE: panel data and confidence intervals


From   Ben Jann <[email protected]>
To   [email protected]
Subject   Re: st: PSPLINE: panel data and confidence intervals
Date   Fri, 30 Jan 2009 10:49:59 +0100

> 1. Is it possible to apply PSPLINE to panel data?

No. Currently not. But I guess it should be possible. I'll look into
that (but cannot make any promises). It would be a model with crossed
factors.

> 2. How can one obtain confidence intervals for the splines after PSPLINE?

This is currently not possible because -predict- cannot obtain the
standard errors for the random effects after -xtmixed-. It is planned
to add a -ci- option to -pspline- once standard errors for random
effects become available in Stata (but I don't know when this will
happen).

ben

On Fri, Jan 30, 2009 at 9:29 AM, Christoph Wunder
<[email protected]> wrote:
> Two short questions regarding PSPLINE:
>
> 1. Is it possible to apply PSPLINE to panel data? I suppose that XTMIXED has
> to be invoked with an individual specific random error term added.
>
> 2. How can one obtain confidence intervals for the splines after PSPLINE?
>
> Any suggestions welcome. Thank you!
> Christoph
>
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