Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: stepwise regression for panel data


From   Timm Sprenger <timm.sprenger@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: stepwise regression for panel data
Date   Tue, 2 Mar 2010 12:01:54 +0100

I have panel data (stock market data) and would like to compare two xtreg
regressions to test for a significant improvement of the model with
additional predictors.

So I am looking for the equivalent of hireg for panel data or another way to
determine the significance of changes in r-squared of two panel data
regressions.
There should be F-test or chi2-tests that can do this, but I am not sure how
to apply them in this context.

Thanks a lot!

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index