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En ASS.RE GLS regression with AR(1) disturbances
Number of obs = 85
Group variable : ident
Number of groups = 4
R-sq: within = 0.2146
Obs per group: min = 18
between = 0.7121
avg = 21.3
overall = 0.3358
max = 23
Wald chi2(10) = 21.54
corr(u_i, Xb) = 0 (assumed)
Prob > chi2 = 0.0176
------------------- theta
--------------------
min 5% median 95%
max
0.1320 0.1320 0.1576 0.1576
0.1576
------------------------------------------------------------------------------
g | Coef. Std. Err. z
P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rto | -.0061266 .0573049 -0.11 0.915
-.1184422 .1061891
traval | -.0122046 .0262978 -0.46 0.643
-.0637474 .0393382
capbours | -1.040982 2.204479 -0.47 0.637
-5.36168 3.279717
dext | -.129854 .3875652 -0.34 0.738
-.8894677 .6297598
open | 1.5194 1.833403 0.83 0.407
-2.074003 5.112803
inv | .1287215 .03164 4.07 0.000
.0667082 .1907347
rto² | .0000319 .0003395 0.09
0.925 -.0006335 .0006973
traval² | .0000588 .0000719 0.82
0.413 -.0000821 .0001998
cabours | .1554829 .5607254 0.28 0.782
-.9435186 1.254484
_cons | -5.788923 7.591582 -0.76 0.446
-20.66815 9.090303
-------------+----------------------------------------------------------------
rho_ar | .49256078 (estimated autocorrelation
coefficient)
sigma_u | .47788199
sigma_e | 1.8933311
rho_fov | .05989163 (fraction of variance due
to u_i)
------------------------------------------------------------------------------
En ASE. RE GLS regression with AR(1) disturbances
Number of obs = 92
Group variable: ident
Number of groups = 4
R-sq: within = 0.4128
Obs per group: min = 23
between = 0.7652
avg = 23.0
overall = 0.4320
max = 23
Wald chi2(10) = 54.96
corr(u_i, Xb) = 0 (assumed)
Prob > chi2 = 0.0000
------------------------------------------------------------------------------
g | Coef. Std. Err. z
P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
rto | .0573867 .0442483 1.30 0.195
-.0293385 .1441118
traval | .0459596 .0355158 1.29 0.196
-.02365 .1155692
capbours | -13.54097 6.920801 -1.96 0.050
-27.10549 .0235466
inv | .1459682 .0441675 3.30 0.001
.0594014 .2325349
open | -6.75732 1.775786 -3.81 0.000
-10.2378 -3.276844
dext | -5.054215 1.660094 -3.04 0.002
-8.30794 -1.800491
rto² | -.0001745 .000219 -0.80
0.426 -.0006037 .0002547
Traval²| -.0000963 .0001094 -0.88
0.379 -.0003106 .0001181
Capbours²| 9.474251 5.884852 1.61
0.107 -2.059847 21.00835
_cons | 50.64092 9.882576 5.12 0.000
31.27143 70.01041
-------------+----------------------------------------------------------------
rho_ar | .37107282 (estimated autocorrelation
coefficient)
sigma_u | 0
sigma_e | 2.9524886
rho_fov | 0 (fraction of variance due
to u_i)
theta | 0
------------------------------------------------------------------------------
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