st: Influential observations in panel data

["Cornelia Schmidt" <laorcas@hotmail.de>]

Dear Statalist-members,

do you perhaps have suggestions on the following question:  I am concerned 
with regression diagnostics for the estimation results of fixed effects 
panel regressions (sample of 115 countries over 20 years). I first did a 
graphical analysis of outliers. Now, I would like to examine influential 
cases. The only methods I know are calculating the residuals from the 
regression and looking where they are extremely large or doing a 
Jacknife-test. Are you aware of any better methods that can be apllied by 
Stata-commands (in analogy to cooks distance or dfbeta for OLS regressions)? 
Moreover, do you know if there is a method to test the modelfit for fixed 
effects regressions comparable to the AIC or BIC criteria?

Any comments would be helpful. Thank you very much.

Best wishes,

Cornelia

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