| Diagnostic: Log-L = -10607.0057, Restricted(b=0) Log-L = -14440.5947 |
| Amemiya Pr. Crt.= .769, Akaike Info. Crt.= 2.575 |
| Panel Data Analysis of RATE [ONE way] |
| Unconditional ANOVA (No regressors) |
| Source Variation Deg. Free. Mean Square |
| Between 4478.58 1306. 3.42923 |
| Residual 11553.7 6938. 1.66528 |
| Total 16032.3 8244. 1.94472 |
+-----------------------------------------------------------------------+
Variable Coefficient Standard Error b/St.Er. P[|Z|>z] Mean of X
|
COSRAT |
31.131 |
1.4090 |
22.095 .00000 .2759E-01 |
|
NBANKS |
.90128E-02 .51991E-03 17.335 .00000 25.55 | ||
|
ANN90 |
2.2087 |
.37649E-01 |
58.665 .00000 .1216 |
|
ANN91 |
2.1643 |
.37082E-01 |
58.365 .00000 .1300 |
|
ANN92 |
2.7416 |
.35932E-01 |
76.301 .00000 .1460 |
|
ANN93 |
.76425 |
.36114E-01 |
21.162 .00000 .1474 |
|
ANN94 |
.80676E-01 |
.35486E-01 2.273 .02300 .1500 | |
|
ANN95 |
.97733 |
.34982E-01 |
27.938 .00000 .1544 |
|
Constant |
3.6932 |
.44046E-01 |
83.848 .00000 |
+======================================================================+
: LIMDEP Estimation Results :
: Current sample contains 8245 observations.:
+======================================================================+
+-----------------------------------------------------------------------+
| Least Squares with 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 = ***, Deg.Fr.= 6930 |
| Residuals: Sum of squares = 2361.8043, Std.Dev. = .58379 |
| Fit: R-squared = .85268, Adjusted R-squared = .82475 |
| Model test: F[***, 6930] = 30.53, Prob value = .00000 |
| Diagnostic: Log-L = -6545.2768, Restricted(b=0) Log-L = -14440.5947 |
| Amemiya Pr. Crt.= .395, Akaike Info. Crt.= 1.907 |
| Estd. Autocorrelation of e(i,t) .002549 |
| Estd. Autocorrelation of e(i,t) .002549 |
+-----------------------------------------------------------------------+
Variable Coefficient Standard Error b/St.Er. P[|Z|>z] Mean of X
COSRAT 12.096 2.2071 5.480 .00000 .2759E-01
NBANKS .76928E-02 .39979E-02 1.924 .05433 25.55
|
ANN90 |
2.4059 |
.27801E-01 |
86.539 |
.00000 |
.1216 |
|
ANN91 |
2.3498 |
.27390E-01 |
85.790 |
.00000 |
.1300 |
|
ANN92 |
2.9008 |
.26125E-01 |
111.037 |
.00000 |
.1460 |
|
ANN93 |
.93770 |
.27036E-01 |
34.684 |
.00000 |
.1474 |
|
ANN94 |
.20781 |
.25102E-01 |
8.279 |
.00000 |
.1500 |
|
ANN95 |
1.0610 |
.23598E-01 |
44.963 |
.00000 |
.1544 |
+------------------------------------------------------------------------+
| Test Statistics for the Classical Model |
| |
| Model Log-Likelihood Sum of Squares R-squared |
22