Hi,
I run pooled OLS by using stata and I want to check the significance
of the coefficient.
I'm confuse about the P-value appear in the result.
Do I have to divide that P-value by 2 before I check the significance
of the coefficient?
Moreover, how can I check for autocorrelation in this pooled OLS model?
Here is my result,
. regress gdppercapita gf01gf02 gf04 gf06 gf07gf08 gf09 pop_growth
pcf_gdp open_gdp
Source SS df MS Number of obs = 160
F( 10, 149) = 8.28
Model .032427247 10 .003242725 Prob > F = 0.0000
Residual .05834392 149 .00039157 R-squared = 0.3572
Adj R-squared = 0.3141
Total .090771166 159 .000570888 Root MSE = .01979
gdppercapita Coef. Std. Err. t P>t [95% Conf. Interval]
gf01 -.0654953 .048534 -1.35 0.179 -.1613992 .0304086
gf02 -.0225708 .0935673 -0.24 0.810 -.207461 .1623195
gf04 .1290524 .0549505 2.35 0.020 .0204695 .2376352
gf06 -.3604966 .2295205 -1.57 0.118 -.814032 .0930389
gf07 .1024908 .1188586 0.86 0.390 -.1323755 .337357
gf08 -1.906873 .4445783 -4.29 0.000 -2.785366 -1.028381
gf09 .0265309 .1241774 0.21 0.831 -.2188452 .271907
pop_growth -1.40367 .4892779 -2.87 0.005 -2.37049 -.4368506
pcf_gdp .0057812 .0049847 1.16 0.248 -.0040686 .015631
open_gdp .0396203 .0059881 6.62 0.000 .0277876 .051453
_cons .0249784 .0217214 1.15 0.252 -.0179434 .0679003
Regards,
A. Sura
*
* 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/