--- On Mon, 19/10/09, [email protected] wrote:
> i want to do a box-cox transformation to compare different
> functional forms. Can I use -boxcox or -boxcox2 for that
> when I have (unbalanced) panel data?
I don't think there is an easy solution. The least difficult
way to go is probably to program your own random effects
version of box-cox using maximum simulated likelihood, as
discussed in this special issue of the Stata Journal:
http://www.stata-journal.com/sj6-2.html
However, I think that that would still be more trouble than
it is worth.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
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