ANN94 .2078109186 .0251020549 8.278641708 [.000]
ANN95 1.061031859 .0235980764 44.96264182 [.000]
Variance Components (random effects) Estimates:
VWITH (variance of Uit) = .34081
VBET (variance of Ai) = .42730
(computed from small sample formula)
THETA (0=WITHIN, 1=TOTAL) = .10229
(evaluated at TMAX = 7)
Dependent variable: RATE
Mean of dep. var. = 6.008486356
Std. dev. of dep. var. = 1.394531738
Sum of squared residuals = 6387.212931
Variance of residuals = .7755236682
Std. error of regression = .8806382164
R-squared = .6016887144
Adjusted R-squared = .6013018166
LM het. test = 98.56427090 [.000]
Durbin-Watson = .5944021688 [.000,.000]
Estimated Standard
Variable Coefficient Error t-statistic P-value
COSRAT 19.31537278 1.802406350 10.71643627 [.000]
NBANKS .9442362215E-02 .1018982787E-02 9.266459000 [.000]
|
ANN90 |
2.357793776 |
.0266570424 |
88.44918895 |
[.000] |
|
ANN91 |
2.297395120 |
.0263338342 |
87.24119320 |
[.000] |
|
ANN92 |
2.854901040 |
.0251893972 |
113.3374099 |
[.000] |
|
ANN93 |
.8854899542 |
.0257697692 |
34.36157883 |
[.000] |
|
ANN94 |
.1720995513 |
.0244361201 |
7.042834572 |
[.000] |
|
ANN95 |
1.042947192 |
.0234800782 |
44.41838659 |
[.000] |
C 3.920533084 .0558821081 70.15721522 [.000]
Hausman test of H0:RE vs. FE: CHISQ(8) = 72.034, P-value = [.0000]
Limdep Version 7.0 OUTPUT
+=======================================================================+
: LIMDEP Estimation Results
: Sample was reset SAMPLE 1-7165,7243-8322$:
: Current sample contains 8245 observations.:
+-----------------------------------------------------------------------+
| OLS Without Group Dummy Variables |
| Ordinary least squares regression Weighting variable = ONE |
| Dependent variable is RATE Mean = 6.00849, S.D. = 1.3945 |
| Model size: Observations = 8245, Parameters = 9, Deg.Fr.= 8236 |
| Residuals: Sum of squares = 6326.1039, Std.Dev. = .87642 |
| Fit: R-squared = .60541, Adjusted R-squared = .60503 |
| Model test: F[ 8, 8236] = 1579.56, Prob value = .00000 |
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