between = 0.1493
avg = 6.3
overall = 0.5956 max = 7
F(8,6930) = 3371.35
corr(u_i, Xb) = -0.0159 Prob > F = 0.0000
rate | Coef. Std. Err. t P>|t| [95% Conf. Interval]
------+----------------------------------------------------------------
|
cosrat | 12.09587 2.207111 |
5.480 |
0.000 |
7.769256 16.42248 | |||
|
nbanks | .0076926 .0039979 |
1.924 |
0.054 |
-.0001444 |
.0155297 | ||
|
ann90 |
| 2.405859 |
.0278009 |
86.539 |
0.000 |
2.351361 |
2.460358 |
|
ann91 |
| 2.349755 |
.0273895 |
85.790 |
0.000 |
2.296063 |
2.403447 |
|
ann92 |
| 2.900835 |
.0261248 |
111.037 |
0.000 |
2.849622 |
2.952048 |
|
ann93 |
| .9376989 |
.0270358 |
34.684 |
0.000 |
.8847006 |
.9906973 |
|
ann94 |
| .2078109 |
.0251021 |
8.279 |
0.000 |
.1586032 |
.2570186 |
|
ann95 |
| 1.061032 |
.0235981 |
44.963 |
0.000 |
1.014772 |
1.107291 |
|
_cons | |
4.123241 |
.1158895 |
35.579 |
0.000 |
3.896062 |
4.350419 |
sigma_u | .72386072
sigma_e | .58378825
rho | .60590264 (fraction of variance due to u_i)
F test that all u_i=0: F(1306,6930) = 8.91 Prob > F = 0.0000
. xtreg rate 'regr3', re i(abipro) th
Random-effects GLS regression Number of obs = 8245
Group variable (i) : abipro Number of groups = 1307
R-sq: within = 0.7953 Obs per group: min = 1
between = 0.1679 avg = 6.3
overall = 0.6017 max = 7
Random effects u_i ~ Gaussian Wald chi2(8) = 27010.51
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
-------------------theta --------------------
min 5% median 95% max
0.3355 0.4677 0.6814 0.6814 0.6814
rate | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+-----------------------------------------------------------------
|
cosrat | 19.27733 |
1.810264 |
10.649 |
0.000 |
15.72928 |
22.82539 |
|
nbanks | .0094431 |
.0010258 |
9.206 |
0.000 |
.0074327 |
.0114536 |
|
ann90 | 2.358083 |
.0267447 |
88.170 |
0.000 |
2.305664 |
2.410501 |
|
ann91 | 2.297686 |
.0264207 |
86.965 |
0.000 |
2.245903 |
2.34947 |
|
ann92 | 2.855151 |
.0252717 |
112.978 |
0.000 |
2.80562 |
2.904683 |
|
ann93 | .8857715 |
.0258555 |
34.259 |
0.000 |
.8350957 |
.9364473 |
|
ann94 | .1722926 |
.0245146 |
7.028 |
0.000 |
.1242448 |
.2203404 |
|
ann95 | 1.043054 |
.0235535 |
44.285 |
0.000 |
.9968903 |
1.089218 |
|
_cons | 3.921392 |
.0561647 |
69.819 |
0.000 |
3.811311 |
4.031473 |
24