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]

Re: st: RE: xtreg check for outliers


From   Dalhia <ggs_da@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: xtreg check for outliers
Date   Thu, 9 Aug 2012 00:42:57 -0700 (PDT)

Thanks David and Dave, this is very helpful. Will try what you suggested.
Dalhia



----- Original Message -----
From: "Jacobs, David" <jacobs.184@sociology.osu.edu>
To: "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Cc: 
Sent: Wednesday, August 8, 2012 3:40 PM
Subject: st: RE: xtreg check for outliers

An easier way would be to create the case dummies using i.your-case-id-variable and use regress.  

Then you will have access to all of the regression diagnostics in Stata.  Stata's regression is quick and there's no reason (subject to matrix constraints limited by your machine's memory) why -regress- could not handle quite large numbers of explanatory variables created by the addition of many case dummy variables.  The standard errors will be slightly off, but the point estimates will be the same as those provided by dedicated fixed effects estimators.

Dave Jacobs

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dalhia
Sent: Wednesday, August 08, 2012 7:05 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: xtreg check for outliers

Hello, 

How do I check for outliers when using xtreg, fe? One solution I thought of was to demean each variable for each panel, and then rerun using regress, and then use the cook's d, dfits, avplot etc. 
to identify outliers. Is this a reasonable solution? Is there a different/better way to do this?

Thanks
Dalhia
*
*   For searches and help try:
*  http://www.stata.com/help.cgi?searchhttp://www.stata.com/support/statalist/faqhttp://www.ats.ucla.edu/stat/stata/

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


*
*   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