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En ASE.
RE GLS regression with AR(1) disturbances Number of
obs = 92
Group variable: ident Number of
groups = 4
R-sq: within = 0.1229 Obs per
group: min = 23
between = 0.5330
avg = 23.0
overall = 0.2073
max = 23
Wald
chi2(6) = 12.97
corr(u_i, Xb) = 0 (assumed) Prob >
chi2 = 0.0435
------------------------------------------------------------------------------
capbours | Coef. Std. Err. z P>|z|
[95% Conf. Interval]
-------------+----------------------------------------------------------------
g | .0076493 .0065931 1.16 0.246
-.005273 .0205716
inv | .0035062 .0032984 1.06 0.288
-.0029586 .009971
open | .1084768 .0901931 1.20 0.229
-.0682984 .285252
dext | -.1495814 .1206783 -1.24 0.215
-.3861065 .0869436
g² | .0010129 .0006924 1.46
0.143 -.0003441 .00237
_cons | .3831336 .6850949 0.56 0.576
-.9596279 1.725895
-------------+----------------------------------------------------------------
rho_ar | .50894785 (estimated autocorrelation
coefficient)
sigma_u | .02589614
sigma_e | .18354116
rho_fov | .01951833 (fraction of variance due to
u_i)
theta | .05523836
------------------------------------------------------------------------------
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