. xtreg lscrap d88 d89 grant grant_1,re i(fcode)
Random-effects GLS regression Number of obs = 162
Group variable (i): fcode Number of groups = 54
R-sq: within = 0.2005 Obs per group: min = 3
between = 0.0078 avg = 3.0
overall = 0.0079 max = 3
Random effects u_i ~ Gaussian Wald chi2(4) = 25.32
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
------------------------------------------------------------------------------
lscrap | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
d88 | -.0935437 .108975 -0.86 0.391 -.3071308 .1200434
d89 | -.2713576 .1314505 -2.06 0.039 -.5289959 -.0137194
grant | -.2144353 .1475938 -1.45 0.146 -.5037139 .0748433
grant_1 | -.3728755 .2050742 -1.82 0.069 -.7748136 .0290626
_cons | .5974341 .2032854 2.94 0.003 .199002 .9958661
-------------+----------------------------------------------------------------
sigma_u | 1.4082313
sigma_e | .49774421
rho | .88894472 (fraction of variance due to u_i)
------------------------------------------------------------------------------
I thought it was T-distribution, but I can't get the exact result with
the output.
for example, the coef of grant.
. dis ttail(157,1.45)*2
.14905327
Thank you!
--
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Deparment of Sociology
Fudan University
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