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Re: st: boxcox and panel data?

From   Maarten buis <>
Subject   Re: st: boxcox and panel data?
Date   Mon, 19 Oct 2009 12:56:49 +0000 (GMT)

--- On Mon, 19/10/09, wrote:
> i want to do a box-cox transformation to compare different
> functional forms. Can I use -boxcox or -boxcox2 for that
> when I have (unbalanced) panel data?

I don't think there is an easy solution. The least difficult
way to go is probably to program your own random effects 
version of box-cox using maximum simulated likelihood, as 
discussed in this special issue of the Stata Journal:
However, I think that that would still be more trouble than
it is worth.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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