Dear Statalist,
I run this command:
reg3 (normscore l1 b2b age l4a l11a l10) (expshare b2b l1 age normscore l4a)
And obtained this results. Could you please tell me if the Std. Error
found for the expshare variable may invalidate the analysis or create any
robustness problem?
Thanks and regards,
Three-stage least-squares regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
normscore 198 6 .1207797 0.1102 1477.65 0.0000
expshare 198 5 7.86e+07 -0.3231 40.30 0.0000
----------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
normscore |
l1 | .0000195 .000021 0.93 0.354 -.0000217
.0000607
b2b | .0008356 .0002402 3.48 0.001 .0003649
.0013063
age | .0001848 .0003202 0.58 0.564 -.0004427
.0008123
l4a | -9.98e-06 .0000309 -0.32 0.747 -.0000705
.0000506
l11a | .0003724 .0002251 1.65 0.098 -.0000687
.0008136
l10 | .2757407 .0206259 13.37 0.000 .2353148
.3161667
_cons | (dropped)
-------------+----------------------------------------------------------------
expshare |
b2b | -238087.7 387449 -0.61 0.539 -997473.9
521298.5
l1 | 66040.49 14947.01 4.42 0.000 36744.89
95336.09
age | 134492.7 220864.6 0.61 0.543 -298393.9
567379.3
normscore | 4.04e+08 3.93e+08 1.03 0.304 -3.66e+08
1.18e+09
l4a | -95654.77 20067.76 -4.77 0.000 -134986.9
-56322.68
_cons | -1.33e+08 1.18e+08 -1.13 0.260 -3.65e+08
9.85e+07
------------------------------------------------------------------------------
Endogenous variables: normscore expshare
Exogenous variables: l1 b2b age l4a l11a l10
------------------------------------------------------------------------------
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