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En ASS. FE (within) regression with AR(1)
disturbances Number of obs = 83
Group variable: ident
Number of groups = 4
R-sq: within = 0.0882
Obs per group: min = 19
between = 0.9058
avg = 20.8
overall = 0.0255
max = 22
F(5,74) = 1.43
corr(u_i, Xb) = -0.2869
Prob > F = 0.2231
------------------------------------------------------------------------------
traval | Coef. Std. Err. t
P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
g | 2.997446 1.541359 1.94 0.056
-.0737786 6.06867
dext | 10.4207 5.914983 1.76 0.082
-1.365158 22.20656
open | -38.55559 26.13219 -1.48 0.144
-90.62512 13.51394
inv | -.202066 .4203564 -0.48 0.632
-1.039644 .6355124
g²| -.1029754 .2512503 -0.41
0.683 -.6036025 .3976517
_cons | 187.3258 33.8606 5.53 0.000
119.8571 254.7945
-------------+----------------------------------------------------------------
rho_ar | .67568093
sigma_u | 85.238476
sigma_e | 22.54968
rho_fov | .93459192 (fraction of variance
because of u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(3,74) = 24.43
Prob > F = 0.0000
En ASE. FE (within) regression with AR(1)
disturbances Number of obs = 88
Group variable: ident
Number of groups = 4
R-sq: within = 0.1096
Obs per group: min = 22
between = 0.3276
avg = 22.0
overall = 0.1980
max = 22
F(5,79) = 1.94
corr(u_i, Xb) = 0.2502
Prob > F = 0.0962
------------------------------------------------------------------------------
traval | Coef. Std. Err. t
P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
g | 2.355963 1.252263 1.88 0.064
-.1366045 4.848531
inv | .5228951 .7981228 0.66 0.514
-1.065729 2.111519
open | 3.453077 31.76803 0.11 0.914
-59.77961 66.68576
dext | -10.01043 19.9858 -0.50 0.618
-49.79117 29.7703
G²| .3234502 .1340206 2.41
0.018 .0566889 .5902116
_cons | 70.26476 104.5067 0.67 0.503
-137.7506 278.2801
-------------+----------------------------------------------------------------
rho_ar | .39011364
sigma_u | 55.012242
sigma_e | 32.771274
rho_fov | .73807878 (fraction of variance
because of u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(3,79) = 8.58
Prob > F = 0.0001
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