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st: GLS interpretation
From
sorana <[email protected]>
To
[email protected]
Subject
st: GLS interpretation
Date
Wed, 14 Sep 2011 01:18:13 -0700 (PDT)
Hi,
I am new to Stata and Econometrics.
I have some questions related to my gls output, if you could help me please.
Are the values of P>z 0.000 normal? That means that they are significant at
1%?
Also can you please tell me anything about the Wald chi2(5) value and the z
for income variable, because the income z is very high in comparison to the
other variables?
. xtgls growth income trade population2 school_sec2 kaopen2,
panels(correlated)corr(ar1)rhotype(dw)
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic with cross-sectional correlation
Correlation: common AR(1) coefficient for all panels (0.5519)
Estimated covariances = 190 Number of obs =
304
Estimated autocorrelations = 1 Number of groups =
19
Estimated coefficients = 6 Time periods =
16
Wald chi2(5) = 3.54e+07
Prob > chi2 = 0.0000
growth Coef. Std. Err. z P>z
[95% Conf. Interval]
income .984125 .0001666 5907.06 0.000 .9837985
.9844515
trade .0010546 .0000313 33.68 0.000 .0009933
.001116
population2 -1.025569 .0011646 -880.65 0.000 -1.027852
-1.023287
school_sec2 -.0004798 .0000128 -37.55 0.000 -.0005048
-.0004547
kaopen2 .003106 .0004466 6.96 0.000 .0022308
.0039813
_cons .0189592 .0024439 7.76 0.000 .0141693
.0237491
Thank you
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