Scott,
Thanks for this.
Rafa
----- Original Message -----
From: "Scott Merryman" <[email protected]>
To: <[email protected]>
Sent: Thursday, May 20, 2004 1:36 AM
Subject: RE: st: Fixed effects and e(sample)
> When using -xtregar, fe- the first observation of each group is dropped.
> See [XT] Cross-Sectional Time-series, page 222.
>
> Scott
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of R.E. De Hoyos
> Sent: Wednesday, May 19, 2004 6:02 PM
> To: [email protected]
> Cc: Mark Schaffer
> Subject: Re: st: Fixed effects and e(sample)
>
> Mark,
>
> Appended you will find a copy of our output.
>
> I appreciate all your help.
>
> Rafa
>
> xtregar polity2 PPPopenness , re
>
> RE GLS regression with AR(1) disturbances Number of obs =
> 702
> Group variable (i): cty1 Number of groups =
> 37
>
> R-sq: within = 0.0030 Obs per group: min =
> 2
> between = 0.5743 avg =
> 19.0
> overall = 0.3051 max =
> 24
>
> Wald chi2(2) =
> 1.57
> corr(u_i, Xb) = 0 (assumed) Prob > chi2 =
> 0.4558
>
> ------------------- theta --------------------
> min 5% median 95% max
> 0.5547 0.5952 0.6532 0.6577 0.6577
>
> --------------------------------------------------------------------------
--
> --
> polity2 | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+------------------------------------------------------------
--
> --
> PPPopenness | .0136209 .0108653 1.25 0.210 -.0076747
> 0349165
> _cons | 1.957344 .980394 2.00 0.046 .0358073
> 3.878881
> -------------+------------------------------------------------------------
--
> --
> rho_ar | .84057188 (estimated autocorrelation coefficient)
> sigma_u | 5.4429879
> sigma_e | 1.8583632
> rho_fov | .89559999 (fraction of variance due to u_i)
> --------------------------------------------------------------------------
--
> --
>
>
> xtregar polity2 PPPopenness , fe
>
> FE (within) regression with AR(1) disturbances Number of obs =
> 665
> Group variable (i): cty1 Number of groups =
> 37
>
> R-sq: within = 0.0003 Obs per group: min =
> 1
> between = 0.5348 avg =
> 18.0
> overall = 0.3204 max =
> 23
>
> F(1,627) =
> 0.22
> corr(u_i, Xb) = 0.6142 Prob > F =
> 0.6407
>
> --------------------------------------------------------------------------
--
> --
> polity2 | Coef. Std. Err. t P>|t| [95% Conf.
> Interval]
> -------------+------------------------------------------------------------
--
> --
> PPPopenness | .0053465 .0114505 0.47 0.641 -.0171395
> 0278326
> _cons | 2.181906 .0781426 27.92 0.000 2.028453
> 2.335359
> -------------+------------------------------------------------------------
--
> --
> rho_ar | .84057188
> sigma_u | 6.6058579
> sigma_e | 1.8267237
> rho_fov | .92896283 (fraction of variance due to u_i)
> --------------------------------------------------------------------------
--
> --
> F test that all u_i=0: F(36,627) = 6.67 Prob > F =
> 0.0000
>
>
> . which xtregar
> I:\W5\STATA\ado\updates\x\xtregar.ado
> *! version 1.2.13 20jun2003
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
