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st: GLS interpretation
From
bucur sorana <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: GLS interpretation
Date
Thu, 15 Sep 2011 14:15:23 +0100 (BST)
Hi,
I am new to Stata and Econometrics.
I have some questions related to my gls output, f you could help me please.
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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