Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Jackknife Analysis for Panel Data using xtpcse
From
Michael Hanslmaier <[email protected]>
To
[email protected]
Subject
st: Jackknife Analysis for Panel Data using xtpcse
Date
Fri, 08 Jul 2011 15:34:19 +0200
Hello,
im working on panel dataset (N=96/T=14) using the xtpcse command to
correct for AR(1), time and unit-dummies. No I would like to run a
Jackknife analysis to repeat the command 96 times while omitting one
cross section at a time. I have an ado that does this an summarizes the
results in a table that contains the minimum and maximum coefficient
estimates and the identifier of the cross sections that is not included.
However this command does not work with the autocorrelation option c(a).
Does anybody know where I can get an ado that is able to handla also
xtpces with AR(1) or are there some tricks to build a loop and summarize
the results in a nice way?
Thank you very much,
Michael
*
* 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/