Testing

[Erick Gonzales]

Dear fellow Stata users,

The estimated coefficients ...

----------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------
k 0.379*** 0.377*** 0.363*** 0.400*** 0.122** 0.0538
(0.0276) (0.0239) (0.0273) (0.0253) (0.0596) (0.104)
----------------------------------------------------------------------------------------
Standard errors in parentheses
* p<0.10, ** p<0.05, *** p<0.01

Stata commands:
xtset idpanel year
*OLS
regress va3 k lw, vce(cluster idpanel)

[Erick Gonzales]

Coefficients do not have correct spacing:
----------------------------------------------------------------------------------------
k 0.379*** 0.377*** 0.363*** 0.400*** 0.122** 0.0538
(0.0276) (0.0239) (0.0273) (0.0253) (0.0596) (0.104)

	(OLS)	(GEE)	(RE)	(BE)	(FE)	(LP)
VARIABLES	va	va	va	va	va	va
k	0.379***	0.377***	0.363***	0.400***	0.122**	0.0538
	(0.0276)	(0.0239)	(0.0273)	(0.0253)	(0.0596)	(0.105)

Breusch and Pagan Lagrangian multiplier test for random effects
va [idpanel,t] = Xb + u[idpanel] + e[idpanel,t]
Estimated results:
| Var sd = sqrt(Var)
---------+-----------------------------
va | 3.666755 1.914877
e | .3669783 .6057874
u | .8647367 .9299122

Test: Var(u) = 0
chibar2(01) = 13.17
Prob > chibar2 = 0.0001

[Erick Gonzales]

Testing with image

[Erick Gonzales]

test image 2:

[Erick Gonzales]

----------------------------------------------------------------------------------------
                 (1)          (2)          (3)          (4)          (5)          (6)  
                 va3          va3          va3          va3          va3          va3  
----------------------------------------------------------------------------------------
k              0.379***     0.377***     0.363***     0.400***     0.122**     0.0538  
            (0.0276)     (0.0239)     (0.0273)     (0.0253)     (0.0596)      (0.107)  
 
----------------------------------------------------------------------------------------
R-sq           0.671                                  0.666        0.163               
adj. R-sq      0.670                                  0.665        0.161               
rmse           1.100                     0.610        1.102        0.175               
----------------------------------------------------------------------------------------
Standard errors in parentheses
* p<0.10, ** p<0.05, *** p<0.01

pru

Breusch and Pagan Lagrangian multiplier test for random effects
        va [idpanel,t] = Xb + u[idpanel] + e[idpanel,t]
        Estimated results:
                         |       Var     sd = sqrt(Var)
                ---------+-----------------------------
                      va |   3.666755       1.914877
                       e |   .3669783       .6057874
                       u |   .8647367       .9299122
 
        Test:   Var(u) = 0
                             chibar2(01) =    13.17
                          Prob > chibar2 =   0.0001