local regr1 "herfin cosrat ann90 ann91 ann92 ann93 ann94 ann95"
local regr2 "herfin cosrat nbanks ann90 ann91 ann92 ann93 ann94 ann95"
local regr3 "cosrat nbanks ann90 ann91 ann92 ann93 ann94 ann95"
local regr4 "share3 cosrat ann90 ann91 ann92 ann93 ann94 ann95"
local regr5 "share3 cosrat nbanks ann90 ann91 ann92 ann93 ann94 ann95"
xtreg rate 'regr3', fe i(abipro)
xtreg rate 'regr3', re i(abipro) th
xttest0
xthaus
The above program listings show only the first of the 5 estimation commands. The following tables also
show the output containing the results of the first estimation:
TSP Version 4.4 OUTPUT
EXECUTION
Current sample: 1 to 7165, 7243 to 8322
PANEL DATA ESTIMATION
Unbalanced data: NI= 1307, TMIN= 1 TMAX= 7, NOB= 8245
WITHIN (fixed effects) Estimates:
Dependent variable: RATE
Mean of dep. var. = 6.008486356
Std. dev. of dep. var. = 1.394531738
Sum of squared residuals = 2361.804409
Variance of residuals = .3408087170
Std. error of regression = .5837882467
R-squared = .8526842637
Adjusted R-squared = .8247516696
LM het. test = 21.98008642 [.000]
Durbin-Watson = 1.606400250 [.000,.000]
Estimated Standard
Variable Coefficient Error t-statistic P-value
COSRAT 12.09587104 2.207111014 5.480408988 [.000]
NBANKS .7692621677E-02 .3997860076E-02 1.924184822 [.054]
|
ANN90 |
2.405859480 |
.0278008801 |
86.53896821 |
[.000] |
|
ANN91 |
2.349755038 |
.0273895121 |
85.79032101 |
[.000] |
|
ANN92 |
2.900834885 |
.0261248276 |
111.0374749 |
[.000] |
|
ANN93 |
.9376989611 |
.0270357743 |
34.68363625 |
[.000] |
20