Stas Kolenikov a �crit :
> On 8/27/08, Martin Weiss <[email protected]> wrote:
>
>> Try
>>
>> **********
>> webuse grunfeld, clear
>> xtset company year, yearly
>> xtpcse invest mvalue kstoc
>> eret li
>> estimates store new
>> estimates table new, stats(aic) style(oneline)
>> **********
>>
>> to see that this is the normal behavior. Likely explanation: -xtpcse- does
>> not return the information you are asking for. Type -eret li- to see what it
>> does return.
>>
>
> Deeper explanation: what's the sample size you want to plug in to
> compute BIC? # of panels or the total # of observations? Or some
> effective # in between? The AIC and BIC are derived as certain
> asymptotic approximations for i.i.d. data. Their generalizations to
> clustered/structured/hierarchical data are not straightforward, so it
> makes perfect sense that Stata DOES NOT report them and thus protects
> you from using unjustified methods.
>
>
That's to say that i can't have a criteria to choose between my models
when i use xtpcse... Is there others criteria i can use?
Thanks
Ghislain
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