I find myself wanting influence statistics (Cook's d etc.) when I am doing panel data analyses. The way I've been doing it is running regressions with dummy variables to generate influence statistics and then using those in an xtreg or similar analysis.
It would be very nice if xtreg predict could produce influence statistics.
Phil
Philip Bromiley
Dean's Professor in Strategic Management
Merage School of Business
University of California, Irvine
Irvine, CA 92697-3125
Phone: (949) 824-6657
Fax: (949) 725-2898
Email: Bromiley@uci.edu
"The subject who is truly loyal to the Chief Magistrate will neither advise
nor submit to arbitrary measures." Junius
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