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Re: st: boxcox and panel data?


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

--- On Mon, 19/10/09, [email protected] 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:
http://www.stata-journal.com/sj6-2.html
However, I think that that would still be more trouble than
it is worth.

Hope this helps,
Maarten

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

http://www.maartenbuis.nl
--------------------------

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