The name is absent



Test Statistics for the Classical Model

Model          Log-Likelihood


(ɪ) Constanttermonly

(2) Group effects only

(3) X - variables only

(4) X and group effects


-785.14400

-643.38923

-755.25940

-622.23240


Sum of Squares R-Squared

0.393424E+04 0.0000000

0.147007E+04 0.6263397

0.319691E÷04 0.1874127


0.126920E+04 0.6773963

Hypothesis Tests

Likelihood Ratio Test

F Tests

5 F num. denom. Prob value

Chi-squared

d.f.

Prob valut

(2) vs(l)

283.510

23

0.00000

19.240

23

263

0.00000

(3) vs(l)

59.769

2

0.00000

32.866

2

285

0.00000

(4) vs(l)

325.823

25

0.00000

22.006

25

263

0.00000

(4) vs (2)

42.314

2

0.00000

20.733

2

263

0.00000

(4) vs (3)

266.054

23

0.00000

17.302

23

263

0.00000


TauIukko L7.3 Random Effects Model: v(i,t) ≈ e(i,t) + u(i)

Estimates: Var[e] = 0.484427E+01

Var[u] - 0.797148E+00

Corr[v(i,t),v(i,s)] - 0.141303

Lagrange Multiplier Test vs. Model (3) - 409.20
( 1 df, prob value = 0.000000)

Fixed vs. Random Effects (Hausman) = 121.29

( 2 df, prob value = 0.000000)

Estd. Autocorrelation of e(i,t) 0.221877

Reestimated using GLS coefficients:

Estimates: Var[e]        = 0.493012E+01

Var[u]       ≈ 0.746044E+01

Sum of Squares    0.327525E+04

R-Squared         0.167499E+00

Variable

Coefficient

Standard Error t-ratio P[ ITI >t]

Mean of X

MERKH
MATUR
Constant

-0.14560E-01

-0.31256E-01

41.157

0.23123E-02 -6.297 0.00000

0.60767E-02 -5.144 0.00000

2.3247 17.704 0.00000

1000

46.50



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