Thanks to Rose,Ken,and Edward re commands for cluster analysis, which
are really helpful. Some relevant results as below, please give me your
thoughts.
Many thanks
Ping
. tabstat lex lim ldistance lrgdp lrggdp lrlend lrreer lwage linflation,
by(g4fdi)
Summary statistics: mean
by categories of: g4fdi
g4fdi | lex lim ldista~e lrgdp lrggdp lrlend
---------+------------------------------------------------------------
1 | 11.70287 11.75353 7.830754 1.788064 .2604277 -.2605892
2 | 11.11111 11.37182 8.533195 .319844 1.336287 -.0405031
3 | 9.363998 9.583518 8.239245 1.694589 1.210532 -.1789846
4 | 13.39098 13.31562 8.092588 -.719144 1.22336 .0408911
---------+------------------------------------------------------------
Total | 11.27346 11.4112 8.244404 .6569397 1.11764 -.0906255
----------------------------------------------------------------------
g4fdi | lrreer lwage linfla~n
---------+------------------------------
1 | -.7085942 5.779295 1.447508
2 | -.0132627 7.681588 .8773309
3 | .530788 7.087625 1.462201
4 | -.1026447 7.380286 .8768234
---------+------------------------------
Total | .0112206 7.169584 1.119322
----------------------------------------
. tabstat lex lim ldistance lrgdp lrggdp lrlend lrreer lwage linflation,
by(g2fdi)
Summary statistics: mean
by categories of: g2fdi
g2fdi | lex lim ldista~e lrgdp lrggdp lrlend
---------+------------------------------------------------------------
1 | 12.45223 12.55147 8.240625 -.0015547 1.149241 -.0392598
2 | 9.911988 10.09418 8.248768 1.417501 1.081141 -.149953
---------+------------------------------------------------------------
Total | 11.27346 11.4112 8.244404 .6569397 1.11764 -.0906255
----------------------------------------------------------------------
g2fdi | lrreer lwage linfla~n
---------+------------------------------
1 | -.2421599 7.238282 .9433997
2 | .3038751 7.090239 1.322512
---------+------------------------------
Total | .0112206 7.169584 1.119322
----------------------------------------
.
. cluster stop g2fdi
+---------------------------+
| | Calinski/ |
| Number of | Harabasz |
| clusters | pseudo-F |
|-------------+-------------|
| 2 | 202.88 |
+---------------------------+
. cluster stop g3fdi
+---------------------------+
| | Calinski/ |
| Number of | Harabasz |
| clusters | pseudo-F |
|-------------+-------------|
| 3 | 153.19 |
+---------------------------+
. cluster stop g4fdi
+---------------------------+
| | Calinski/ |
| Number of | Harabasz |
| clusters | pseudo-F |
|-------------+-------------|
| 4 | 137.33 |
+---------------------------+
. cluster stop g5fdi
+---------------------------+
| | Calinski/ |
| Number of | Harabasz |
| clusters | pseudo-F |
|-------------+-------------|
| 5 | 139.52 |
+---------------------------+
. tab g2fdi
g2fdi | Freq. Percent Cum.
------------+-----------------------------------
1 | 231 53.60 53.60
2 | 200 46.40 100.00
------------+-----------------------------------
Total | 431 100.00
. xtreg lfdi lex lim ldistance lrgdp lrggdp lrlend lrreer lwage
linflation td cd, i(g2fdi) re
Random-effects GLS regression Number of obs =
397
Group variable (i): g2fdi Number of groups =
2
R-sq: within = 0.6105 Obs per group: min =
168
between = 1.0000 avg =
198.5
overall = 0.7794 max =
229
Random effects u_i ~ Gaussian Wald chi2(11) =
1360.38
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.0000
------------------------------------------------------------------------
------
lfdi | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
lex | 1.032928 .0881265 11.72 0.000 .8602035
1.205653
lim | .3999493 .0979743 4.08 0.000 .2079232
.5919754
ldistance | -.1566927 .1476902 -1.06 0.289 -.4461603
.1327748
lrgdp | .2453054 .062861 3.90 0.000 .1221
.3685107
lrggdp | .1690027 .0682614 2.48 0.013 .0352129
.3027925
lrlend | .3372758 .1800593 1.87 0.061 -.0156339
.6901855
lrreer | .1218383 .0632187 1.93 0.054 -.002068
.2457446
lwage | .1485923 .1002688 1.48 0.138 -.0479309
.3451156
linflation | -.0464581 .0819025 -0.57 0.571 -.2069842
.1140679
td | -.4917145 .1543484 -3.19 0.001 -.7942319
-.1891972
cd | .2796337 .2823572 0.99 0.322 -.2737763
.8330436
_cons | -7.873095 1.589752 -4.95 0.000 -10.98895
-4.757238
-------------+----------------------------------------------------------
------
sigma_u | 0
sigma_e | 1.1475962
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------
------
. tab g4fdi
g4fdi | Freq. Percent Cum.
------------+-----------------------------------
1 | 63 14.62 14.62
2 | 147 34.11 48.72
3 | 117 27.15 75.87
4 | 104 24.13 100.00
------------+-----------------------------------
Total | 431 100.00
. xtreg lfdi lex lim ldistance lrgdp lrggdp lrlend lrreer lwage
linflation td cd, i(g4fdi) re
Random-effects GLS regression Number of obs =
397
Group variable (i): g4fdi Number of groups =
4
R-sq: within = 0.5548 Obs per group: min =
63
between = 0.9978 avg =
99.3
overall = 0.7794 max =
140
Random effects u_i ~ Gaussian Wald chi2(11) =
1360.38
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.0000
------------------------------------------------------------------------
------
lfdi | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
lex | 1.032928 .0881265 11.72 0.000 .8602035
1.205653
lim | .3999493 .0979743 4.08 0.000 .2079232
.5919754
ldistance | -.1566927 .1476902 -1.06 0.289 -.4461603
.1327748
lrgdp | .2453054 .062861 3.90 0.000 .1221
.3685107
lrggdp | .1690027 .0682614 2.48 0.013 .0352129
.3027925
lrlend | .3372758 .1800593 1.87 0.061 -.0156339
.6901855
lrreer | .1218383 .0632187 1.93 0.054 -.002068
.2457446
lwage | .1485923 .1002688 1.48 0.138 -.0479309
.3451156
linflation | -.0464581 .0819025 -0.57 0.571 -.2069842
.1140679
td | -.4917145 .1543484 -3.19 0.001 -.7942319
-.1891972
cd | .2796337 .2823572 0.99 0.322 -.2737763
.8330436
_cons | -7.873095 1.589752 -4.95 0.000 -10.98895
-4.757238
-------------+----------------------------------------------------------
------
sigma_u | 0
sigma_e | 1.1609532
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------
------
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