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st: RE: influential cases - xtnbreg

From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: influential cases - xtnbreg
Date   Thu, 15 Mar 2012 11:46:48 +0000

You don't say whether these are outliers in the response or predictors or both. 

The easiest way to approach this is just to compare results with and without. A more formal method is to consider using indicator variables for the outliers as extra predictors. 

[email protected] 

[email protected]

I have identified  some outliers in my dataset but now I want to know whether they are influential points as well.

There are plenty of ways to do this using regress but I am using xtnbreg and so far I did not come across any test like the Cook's test that applies to xtnbreg. Can someone suggest how should I proceed?

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