Appendix Declare the panel data
Heteroscedasticity estimation results
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Clinical case study CBT for depression in a Puerto, Nhật ký kiến tập, Bankers Như
- Điều hướng trang này:
- Autocorrelation estimation results
- D-GMM2 model estimation results
| Heteroscedasticity estimation results
. xttest0 Breusch and Pagan Lagrangian multiplier test for random effects ln_pro[ma_thue,t] = Xb + u[ma_thue] + e[ma_thue,t] Estimated results: | Var sd = sqrt(Var) ---------+----------------------------- ln_pro | 13.99431 3.740898 e | 14.49617 3.807383 u | 0 0 Test: Var(u) = 0 chibar2(01) = 0.00 Prob > chibar2 = 1.0000 Autocorrelation estimation results . xttest1 Tests for the error component model: ln_pro[ma_thue,t] = Xb + u[ma_thue] + v[ma_thue,t] v[ma_thue,t] = lambda v[ma_thue,(t-1)] + e[ma_thue,t] Estimated results: | Var sd = sqrt(Var) ---------+----------------------------- ln_pro | 13.99431 3.740898 e | 14.49617 3.8073832 u | 0 0 Tests:
ALM(Var(u)=0) = 4217.69 Pr>chi2(1) = 0.0000 Random Effects, One Sided: ALM(Var(u)=0) = -64.94 Pr>N(0,1) = 1.0000 Serial Correlation: ALM(lambda=0) = 6606.86 Pr>chi2(1) = 0.0000 Joint Test: LM(Var(u)=0,lambda=0) = 6910.34 Pr>chi2(2) = 0.0000 D-GMM2 model estimation results . xtabond2 ln_pro inno rd cx ln_tech , gmm( ln_tech ln_lb ln_k ln_pci fdi ) twostep Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm. Warning: Two-step estimated covariance matrix of moments is singular. Using a generalized inverse to calculate optimal weighting matrix for two-step estimation. Difference-in-Sargan statistics may be negative. Dynamic panel-data estimation, two-step system GMM ------------------------------------------------------------------------------ Group variable: ma_thue Number of obs = 11729 Time variable : year Number of groups = 2352 Number of instruments = 62 Obs per group: min = 4 Wald chi2(4) = 310.16 avg = 4.99 Prob > chi2 = 0.000 max = 5 ------------------------------------------------------------------------------ ln_pro | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- inno | 1.229746 .1321499 9.31 0.000 .9707365 1.488755 rd | 63.07767 5.073023 12.43 0.000 53.13473 73.02061 cx | 4.558535 .4540084 10.04 0.000 3.668695 5.448375 ln_tech | -.8715893 .0848848 -10.27 0.000 -1.03796 -.7052181 _cons | 1.696535 .4790474 3.54 0.000 .7576188 2.63545 ------------------------------------------------------------------------------ Warning: Uncorrected two-step standard errors are unreliable. Instruments for first differences equation GMM-type (missing=0, separate instruments for each period unless collapsed) L(1/.).(ln_tech ln_lb ln_k ln_pci fdi) Instruments for levels equation Standard _cons GMM-type (missing=0, separate instruments for each period unless collapsed) D.(ln_tech ln_lb ln_k ln_pci fdi) ------------------------------------------------------------------------------ Arellano-Bond test for AR(1) in first differences: z = -9.04 Pr > z = 0.000 Arellano-Bond test for AR(2) in first differences: z = 1.44 Pr > z = 0.151 ------------------------------------------------------------------------------ Sargan test of overid. restrictions: chi2(57) =2703.33 Prob > chi2 = 0.000 (Not robust, but not weakened by many instruments.) Hansen test of overid. restrictions: chi2(57) =1112.60 Prob > chi2 = 0.000 (Robust, but can be weakened by many instruments.) Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels Hansen test excluding group: chi2(40) =1046.19 Prob > chi2 = 0.000 Difference (null H = exogenous): chi2(17) = 66.40 Prob > chi2 = 0.000 tải về 29.37 Kb. Chia sẻ với bạn bè của bạn:
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