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From | Sebastian Petrick <sebastian.petrick@ifw-kiel.de> |
To | STATALIST <statalist@hsphsun2.harvard.edu> |
Subject | st: model selection using information criteria with xtlsdvc or xtabond2 |
Date | Tue, 22 Nov 2011 17:34:24 -0800 |
Dear statalisters, I am running a highly unbalanced large-T, small-N (T: ~30, N: ~50-150) dynamic panel estimation using Bruno's xtlsdvc estimator. Naturally, the estimator doesn't provide information on the log-likelihood (as does xtabond/xtabond2). I still would like to do model selection using the standard information criteria, like Akaike's AIC or the BIC. Is there a well-functioning work-around avoiding the use of the log-likelihood? Thanks Sebastian * * 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/