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my_log_file.smcl
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{smcl}
{com}{sf}{ul off}{txt}{.-}
name: {res}<unnamed>
{txt}log: {res}C:\Users\TAF Lucas\Desktop\Mémoire\my_log_file.smcl
{txt}log type: {res}smcl
{txt}opened on: {res}22 May 2021, 00:01:16
{com}. import excel "C:\Users\TAF Lucas\Desktop\Mémoire\BASE FINALE.xlsx", sheet("Feuil2") firstrow
{res}{text}(17 vars, 438 obs)
{com}.
.
.
. gen Rect_p = log( recettespropre)
.
. gen Trans_i = log( Transfertinvest)
.
. gen FADeC_i = log( FADeCinvest)
.
. gen FADeC_fo = log( FADeCfonct)
.
. gen Rect_nfi = log( recettenonfisc)
.
. gen Rect_fi = log( recettefisc)
.
. gen Deps_fo = log( depensefonct)
.
. gen Deps_i = log( depenseinvst)
.
. gen Pop = log( population)
.
. gen Cap_i = log( capacitéinvest)
.
. gen FADeC_a = log( fadecaffecté )
{txt}(13 missing values generated)
{com}.
. gen FADeC_na = log( fadecnonaffecté )
.
. pwcorr Rect_p Trans_i FADeC_a FADeC_na Cap_i Deps_i Deps_fo Rect_fi Rect_nfi, sig
{txt}{c |} Rect_p Trans_i FADeC_a FADeC_na Cap_i Deps_i Deps_fo
{hline 13}{c +}{hline 63}
Rect_p {c |} {res} 1.0000
{txt}{c |}
{c |}
Trans_i {c |} {res} 0.1283 1.0000
{txt}{c |}{res} 0.0072
{txt}{c |}
FADeC_a {c |} {res} 0.0620 0.4361 1.0000
{txt}{c |}{res} 0.2021 0.0000
{txt}{c |}
FADeC_na {c |} {res} 0.0489 0.4082 -0.2618 1.0000
{txt}{c |}{res} 0.3075 0.0000 0.0000
{txt}{c |}
Cap_i {c |} {res} 0.1328 0.4520 0.3323 0.0680 1.0000
{txt}{c |}{res} 0.0054 0.0000 0.0000 0.1551
{txt}{c |}
Deps_i {c |} {res} 0.2206 0.4213 0.0016 0.3852 0.2454 1.0000
{txt}{c |}{res} 0.0000 0.0000 0.9731 0.0000 0.0000
{txt}{c |}
Deps_fo {c |} {res} 0.8527 0.0916 -0.0420 0.1548 0.0477 0.1761 1.0000
{txt}{c |}{res} 0.0000 0.0553 0.3872 0.0012 0.3188 0.0002
{txt}{c |}
Rect_fi {c |} {res} 0.8442 0.2851 0.0731 0.1833 0.1777 0.3039 0.7543
{txt}{c |}{res} 0.0000 0.0000 0.1324 0.0001 0.0002 0.0000 0.0000
{txt}{c |}
Rect_nfi {c |} {res} 0.8377 0.0436 0.0944 -0.0278 0.1063 0.1224 0.7595
{txt}{c |}{res} 0.0000 0.3630 0.0517 0.5610 0.0262 0.0104 0.0000
{txt}{c |}
{c |} Rect_fi Rect_nfi
{hline 13}{c +}{hline 18}
Rect_fi {c |} {res} 1.0000
{txt}{c |}
{c |}
Rect_nfi {c |} {res} 0.5951 1.0000
{txt}{c |}{res} 0.0000
{txt}{c |}
{com}.
. xtset Identifiant Année
{res}
{col 1}{txt:Panel variable: }{res:Identifiant}{txt: (strongly balanced)}
{p 1 16 2}{txt:Time variable: }{res:Année}{txt:, }{res:{bind:2013}}{txt: to }{res:{bind:2018}}{p_end}
{txt}{col 10}Delta: {res}1 unit
{com}.
. tab Année, gen( Année)
{txt}Année {c |} Freq. Percent Cum.
{hline 12}{c +}{hline 35}
2013 {c |}{res} 73 16.67 16.67
{txt} 2014 {c |}{res} 73 16.67 33.33
{txt} 2015 {c |}{res} 73 16.67 50.00
{txt} 2016 {c |}{res} 73 16.67 66.67
{txt} 2017 {c |}{res} 73 16.67 83.33
{txt} 2018 {c |}{res} 73 16.67 100.00
{txt}{hline 12}{c +}{hline 35}
Total {c |}{res} 438 100.00
{com}.
. reg Rect_p L.Rect_p FADeC_a FADeC_na Rect_nfi Rect_fi Deps_fo Deps_i Cap_i Trans_i Année3 Année4 Année5 Année6
{txt} Source {c |} SS df MS Number of obs ={res} 355
{txt}{hline 13}{c +}{hline 34} F(13, 341) = {res} 391.92
{txt} Model {c |} {res} 231.434065 13 17.8026204 {txt}Prob > F ={res} 0.0000
{txt} Residual {c |} {res} 15.4897702 341 .045424546 {txt}R-squared ={res} 0.9373
{txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9349
{txt} Total {c |} {res} 246.923835 354 .697524958 {txt}Root MSE = {res} .21313
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_p{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 6}Rect_p {c |}
{space 9}L1. {c |}{col 14}{res}{space 2} .3423934{col 26}{space 2} .0300418{col 37}{space 1} 11.40{col 46}{space 3}0.000{col 54}{space 4} .2833028{col 67}{space 3} .401484
{txt}{space 12} {c |}
{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0576932{col 26}{space 2} .0276988{col 37}{space 1} -2.08{col 46}{space 3}0.038{col 54}{space 4}-.1121752{col 67}{space 3}-.0032113
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.1340663{col 26}{space 2} .0456068{col 37}{space 1} -2.94{col 46}{space 3}0.004{col 54}{space 4}-.2237724{col 67}{space 3}-.0443602
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .191855{col 26}{space 2} .0210759{col 37}{space 1} 9.10{col 46}{space 3}0.000{col 54}{space 4} .1503998{col 67}{space 3} .2333102
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .2695922{col 26}{space 2} .0220426{col 37}{space 1} 12.23{col 46}{space 3}0.000{col 54}{space 4} .2262356{col 67}{space 3} .3129489
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .2705922{col 26}{space 2} .0468868{col 37}{space 1} 5.77{col 46}{space 3}0.000{col 54}{space 4} .1783685{col 67}{space 3} .362816
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .0232875{col 26}{space 2} .0285012{col 37}{space 1} 0.82{col 46}{space 3}0.414{col 54}{space 4}-.0327727{col 67}{space 3} .0793477
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2}-.0376021{col 26}{space 2} .051118{col 37}{space 1} -0.74{col 46}{space 3}0.462{col 54}{space 4}-.1381483{col 67}{space 3} .0629441
{txt}{space 5}Trans_i {c |}{col 14}{res}{space 2} .0152392{col 26}{space 2} .0481888{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4}-.0795457{col 67}{space 3} .110024
{txt}{space 6}Année3 {c |}{col 14}{res}{space 2} -.007005{col 26}{space 2} .0386407{col 37}{space 1} -0.18{col 46}{space 3}0.856{col 54}{space 4}-.0830091{col 67}{space 3} .0689991
{txt}{space 6}Année4 {c |}{col 14}{res}{space 2}-.0453399{col 26}{space 2} .0467172{col 37}{space 1} -0.97{col 46}{space 3}0.332{col 54}{space 4}-.1372301{col 67}{space 3} .0465502
{txt}{space 6}Année5 {c |}{col 14}{res}{space 2} .0777959{col 26}{space 2} .0450509{col 37}{space 1} 1.73{col 46}{space 3}0.085{col 54}{space 4}-.0108167{col 67}{space 3} .1664086
{txt}{space 6}Année6 {c |}{col 14}{res}{space 2} .067386{col 26}{space 2} .0412852{col 37}{space 1} 1.63{col 46}{space 3}0.104{col 54}{space 4}-.0138197{col 67}{space 3} .1485917
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.67488{col 26}{space 2} .7565558{col 37}{space 1} 2.21{col 46}{space 3}0.028{col 54}{space 4} .1867767{col 67}{space 3} 3.162984
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{com}.
. estat vif
{txt} Variable {c |} VIF 1/VIF
{hline 13}{c +}{hline 22}
{space 5}Deps_fo {c |} {res} 5.87 0.170501
{txt}{space 6}Rect_p {c |}
{space 9}L1. {c |} {res} 4.88 0.204871
{txt}{space 5}Rect_fi {c |} {res} 3.58 0.279696
{txt}{space 4}Rect_nfi {c |} {res} 3.55 0.281337
{txt}{space 5}Trans_i {c |} {res} 3.04 0.328536
{txt}{space 4}FADeC_na {c |} {res} 3.02 0.331141
{txt}{space 6}Année5 {c |} {res} 2.59 0.385958
{txt}{space 6}Année4 {c |} {res} 2.58 0.387368
{txt}{space 5}FADeC_a {c |} {res} 2.48 0.403143
{txt}{space 6}Année6 {c |} {res} 2.13 0.469195
{txt}{space 6}Année3 {c |} {res} 1.91 0.524635
{txt}{space 7}Cap_i {c |} {res} 1.71 0.585233
{txt}{space 6}Deps_i {c |} {res} 1.51 0.661229
{txt}{hline 13}{c +}{hline 22}
Mean VIF {c |} {res} 2.99
{com}.
.
.
. *model 1
.
. xtabond2 Rect_p L.Rect_p FADeC_a FADeC_na Rect_nfi Rect_fi Deps_fo Deps_i Cap_i Trans_i Année3 Année4 Année5 Année6, two robust small gmm( L.Rect_p, lag(2 .) collapse) gmm( Deps_fo, lag(2 .) collapse) gmm( Rect_fi Rect_nfi Trans_i FADeC_na, lag(1 .) collapse) iv( FADeC_a Cap_i Deps_i Année3 Année4 Année5 Année6)
{res}{txt}Favoring space over speed. To switch, type or click on {stata "mata: mata set matafavor speed, perm"}.
{res}Warning: Two-step estimated covariance matrix of moments is singular.
{res} Using a generalized inverse to calculate optimal weighting matrix for two-step estimation.
{res} Difference-in-Sargan/Hansen statistics may be negative.
{txt}Dynamic panel-data estimation, two-step system GMM
{hline 78}
Group variable: {res}Identifiant{txt}{col 49}Number of obs = {res} 355
{txt}Time variable : {res}Année{txt}{col 49}Number of groups = {res} 73
{txt}Number of instruments = {res}41{col 49}{txt}Obs per group: min = {res} 3
{txt}F({res}13{txt}, {res}72{txt}){col 15}= {res} 27357.07{col 64}{txt}avg = {res} 4.86
{txt}Prob > F{col 15}={res} 0.000{col 64}{txt}max = {res} 5
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26} Corrected
{col 1} Rect_p{col 14}{c |} Coefficient{col 26} std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 6}Rect_p {c |}
{space 9}L1. {c |}{col 14}{res}{space 2} -.006059{col 26}{space 2} .033949{col 37}{space 1} -0.18{col 46}{space 3}0.859{col 54}{space 4}-.0737352{col 67}{space 3} .0616172
{txt}{space 12} {c |}
{space 5}FADeC_a {c |}{col 14}{res}{space 2} -.039077{col 26}{space 2} .0358213{col 37}{space 1} -1.09{col 46}{space 3}0.279{col 54}{space 4}-.1104855{col 67}{space 3} .0323315
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.0324904{col 26}{space 2} .0623162{col 37}{space 1} -0.52{col 46}{space 3}0.604{col 54}{space 4}-.1567156{col 67}{space 3} .0917347
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .3085197{col 26}{space 2} .0675843{col 37}{space 1} 4.56{col 46}{space 3}0.000{col 54}{space 4} .1737928{col 67}{space 3} .4432467
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .5120998{col 26}{space 2} .0632326{col 37}{space 1} 8.10{col 46}{space 3}0.000{col 54}{space 4} .3860478{col 67}{space 3} .6381518
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .2110013{col 26}{space 2} .1204821{col 37}{space 1} 1.75{col 46}{space 3}0.084{col 54}{space 4}-.0291753{col 67}{space 3} .4511778
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2}-.0004385{col 26}{space 2} .0352053{col 37}{space 1} -0.01{col 46}{space 3}0.990{col 54}{space 4}-.0706191{col 67}{space 3} .069742
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2}-.0428039{col 26}{space 2} .0393134{col 37}{space 1} -1.09{col 46}{space 3}0.280{col 54}{space 4}-.1211736{col 67}{space 3} .0355659
{txt}{space 5}Trans_i {c |}{col 14}{res}{space 2} .0340452{col 26}{space 2} .044999{col 37}{space 1} 0.76{col 46}{space 3}0.452{col 54}{space 4}-.0556586{col 67}{space 3} .123749
{txt}{space 6}Année3 {c |}{col 14}{res}{space 2}-.0353267{col 26}{space 2} .0388646{col 37}{space 1} -0.91{col 46}{space 3}0.366{col 54}{space 4}-.1128019{col 67}{space 3} .0421485
{txt}{space 6}Année4 {c |}{col 14}{res}{space 2}-.0816821{col 26}{space 2} .0544744{col 37}{space 1} -1.50{col 46}{space 3}0.138{col 54}{space 4}-.1902748{col 67}{space 3} .0269107
{txt}{space 6}Année5 {c |}{col 14}{res}{space 2} .0416394{col 26}{space 2} .035547{col 37}{space 1} 1.17{col 46}{space 3}0.245{col 54}{space 4}-.0292222{col 67}{space 3} .1125011
{txt}{space 6}Année6 {c |}{col 14}{res}{space 2} .0488235{col 26}{space 2} .0383024{col 37}{space 1} 1.27{col 46}{space 3}0.207{col 54}{space 4} -.027531{col 67}{space 3} .125178
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.188364{col 26}{space 2} 1.362112{col 37}{space 1} 0.87{col 46}{space 3}0.386{col 54}{space 4}-1.526957{col 67}{space 3} 3.903684
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
Instruments for first differences equation
{col 3}Standard
{col 5}D.(FADeC_a Cap_i Deps_i Année3 Année4 Année5 Année6)
{col 3}GMM-type (missing=0, separate instruments for each period unless collapsed)
{col 5}L(1/5).(Rect_fi Rect_nfi Trans_i FADeC_na) collapsed
{col 5}L(2/5).Deps_fo collapsed
{col 5}L(2/5).L.Rect_p collapsed
Instruments for levels equation
{col 3}Standard
{col 5}FADeC_a Cap_i Deps_i Année3 Année4 Année5 Année6
{col 5}_cons
{col 3}GMM-type (missing=0, separate instruments for each period unless collapsed)
{col 5}D.(Rect_fi Rect_nfi Trans_i FADeC_na) collapsed
{col 5}DL.Deps_fo collapsed
{col 5}DL.L.Rect_p collapsed
{hline 78}
Arellano-Bond test for AR(1) in first differences:{col 52}z = {res} -3.04{txt} Pr > z = {res} 0.002
{txt}Arellano-Bond test for AR(2) in first differences:{col 52}z = {res} -0.97{txt} Pr > z = {res} 0.334
{txt}{hline 78}
Sargan test of overid. restrictions: chi2({res}27{txt}){col 49}={res} 79.14{txt}{col 59}Prob > chi2 = {res} 0.000
{txt} (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2({res}27{txt}){col 49}={res} 22.99{txt}{col 59}Prob > chi2 = {res} 0.686
{txt} (Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets:
GMM instruments for levels
Hansen test excluding group:{col 38}chi2({res}21{txt}){col 49}={res} 17.98{txt}{col 59}Prob > chi2 = {res} 0.650
{txt} Difference (null H = exogenous):{col 38}chi2({res}6{txt}){col 49}={res} 5.01{txt}{col 59}Prob > chi2 = {res} 0.543
{txt} gmm(L.Rect_p, collapse lag(2 .))
Hansen test excluding group:{col 38}chi2({res}23{txt}){col 49}={res} 20.07{txt}{col 59}Prob > chi2 = {res} 0.638
{txt} Difference (null H = exogenous):{col 38}chi2({res}4{txt}){col 49}={res} 2.92{txt}{col 59}Prob > chi2 = {res} 0.571
{txt} gmm(Deps_fo, collapse lag(2 .))
Hansen test excluding group:{col 38}chi2({res}22{txt}){col 49}={res} 18.11{txt}{col 59}Prob > chi2 = {res} 0.699
{txt} Difference (null H = exogenous):{col 38}chi2({res}5{txt}){col 49}={res} 4.88{txt}{col 59}Prob > chi2 = {res} 0.431
{txt} gmm(Rect_fi Rect_nfi Trans_i FADeC_na, collapse lag(1 .))
Hansen test excluding group:{col 38}chi2({res}3{txt}){col 49}={res} 0.84{txt}{col 59}Prob > chi2 = {res} 0.839
{txt} Difference (null H = exogenous):{col 38}chi2({res}24{txt}){col 49}={res} 22.14{txt}{col 59}Prob > chi2 = {res} 0.571
{txt} iv(FADeC_a Cap_i Deps_i Année3 Année4 Année5 Année6)
Hansen test excluding group:{col 38}chi2({res}20{txt}){col 49}={res} 17.48{txt}{col 59}Prob > chi2 = {res} 0.622
{txt} Difference (null H = exogenous):{col 38}chi2({res}7{txt}){col 49}={res} 5.51{txt}{col 59}Prob > chi2 = {res} 0.598
{com}.
. lincom L.Rect_p - 1
{p 0 7}{space 1}{text:( 1)}{space 1} {res}L.Rect_p = 1{p_end}
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_p{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 9}(1) {c |}{col 14}{res}{space 2}-1.006059{col 26}{space 2} .033949{col 37}{space 1} -29.63{col 46}{space 3}0.000{col 54}{space 4}-1.073735{col 67}{space 3}-.9383828
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{com}.
.
.
. *model 2
.
. xtreg Rect_nfi Trans_i FADeC_a FADeC_na Cap_i Rect_fi Deps_fo Deps_i, fe
{res}
{txt}Fixed-effects (within) regression{col 49}Number of obs{col 67}={col 69}{res} 425
{txt}Group variable: {res}Identifiant{txt}{col 49}Number of groups{col 67}={col 69}{res} 73
{txt}R-squared:{col 49}Obs per group:
Within = {res}0.1881{col 63}{txt}min{col 67}={col 69}{res} 4
{txt} Between = {res}0.5910{col 63}{txt}avg{col 67}={col 69}{res} 5.8
{txt} Overall = {res}0.5201{col 63}{txt}max{col 67}={col 69}{res} 6
{txt}{col 49}F({res}7{txt},{res}345{txt}){col 67}={col 70}{res} 11.42
{txt}corr(u_i, Xb) = {res}0.5197{txt}{col 49}Prob > F{col 67}={col 73}{res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_nfi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.0135364{col 26}{space 2} .0727964{col 37}{space 1} -0.19{col 46}{space 3}0.853{col 54}{space 4} -.156717{col 67}{space 3} .1296442
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2} .095743{col 26}{space 2} .0425977{col 37}{space 1} 2.25{col 46}{space 3}0.025{col 54}{space 4} .0119591{col 67}{space 3} .1795269
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .0823317{col 26}{space 2} .0671905{col 37}{space 1} 1.23{col 46}{space 3}0.221{col 54}{space 4}-.0498228{col 67}{space 3} .2144861
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .290219{col 26}{space 2} .08464{col 37}{space 1} 3.43{col 46}{space 3}0.001{col 54}{space 4} .1237438{col 67}{space 3} .4566943
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .0621484{col 26}{space 2} .0480226{col 37}{space 1} 1.29{col 46}{space 3}0.196{col 54}{space 4}-.0323055{col 67}{space 3} .1566022
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .4346786{col 26}{space 2} .0675826{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3017529{col 67}{space 3} .5676043
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .0441463{col 26}{space 2} .0460255{col 37}{space 1} 0.96{col 46}{space 3}0.338{col 54}{space 4}-.0463795{col 67}{space 3} .1346722
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-1.468698{col 26}{space 2} 1.612856{col 37}{space 1} -0.91{col 46}{space 3}0.363{col 54}{space 4}-4.640966{col 67}{space 3} 1.703569
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .7368479
{txt}sigma_e {c |} {res} .32525844
{txt}rho {c |} {res} .83692481{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
F test that all u_i=0: F({res}72{txt}, {res}345{txt}) = {res}16.59{col 62}{txt}Prob > F = {res}0.0000
{com}.
. est store fe1
.
. xtreg Rect_nfi Trans_i FADeC_a FADeC_na Cap_i Rect_fi Deps_fo Deps_i, re
{res}
{txt}Random-effects GLS regression Number of obs = {res} 425
{txt}Group variable: {res}Identifiant {txt}Number of groups = {res} 73
{txt}R-squared: Obs per group:
Within = {res}0.1777 {txt}min = {res} 4
{txt} Between = {res}0.6378 {txt}avg = {res} 5.8
{txt} Overall = {res}0.5628 {txt}max = {res} 6
{txt}Wald chi2({res}7{txt}) = {res} 189.65
{txt}corr(u_i, X) = {res}0{txt} (assumed) Prob > chi2 = {res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_nfi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.0102087{col 26}{space 2} .07878{col 37}{space 1} -0.13{col 46}{space 3}0.897{col 54}{space 4}-.1646146{col 67}{space 3} .1441972
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2} .1063846{col 26}{space 2} .0458891{col 37}{space 1} 2.32{col 46}{space 3}0.020{col 54}{space 4} .0164437{col 67}{space 3} .1963255
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .0039653{col 26}{space 2} .0713689{col 37}{space 1} 0.06{col 46}{space 3}0.956{col 54}{space 4}-.1359152{col 67}{space 3} .1438457
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .2698997{col 26}{space 2} .0904187{col 37}{space 1} 2.98{col 46}{space 3}0.003{col 54}{space 4} .0926822{col 67}{space 3} .4471171
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .1233288{col 26}{space 2} .0460541{col 37}{space 1} 2.68{col 46}{space 3}0.007{col 54}{space 4} .0330644{col 67}{space 3} .2135931
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .6526911{col 26}{space 2} .0685855{col 37}{space 1} 9.52{col 46}{space 3}0.000{col 54}{space 4} .518266{col 67}{space 3} .7871162
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .072348{col 26}{space 2} .04954{col 37}{space 1} 1.46{col 46}{space 3}0.144{col 54}{space 4}-.0247485{col 67}{space 3} .1694446
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-4.081537{col 26}{space 2} 1.587761{col 37}{space 1} -2.57{col 46}{space 3}0.010{col 54}{space 4}-7.193491{col 67}{space 3}-.9695827
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .43700058
{txt}sigma_e {c |} {res} .32525844
{txt}rho {c |} {res} .64350943{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
{com}.
. est store re1
.
. xttest0
{txt}Breusch and Pagan Lagrangian multiplier test for random effects
Rect_nfi[Identifiant,t] = Xb + u[Identifiant] + e[Identifiant,t]
{col 9}Estimated results:
{col 26}{c |}{col 34}Var{col 42}SD = sqrt(Var)
{col 17}{hline 9}{c +}{hline 29}
{col 16} Rect_nfi {c |} {res} 1.009314 1.004646
{col 24}{txt}e {c |} {res} .1057931 .3252584
{col 24}{txt}u {c |} {res} .1909695 .4370006
{txt}{col 9}Test: Var(u) = 0
{col 30}{help j_chibar:chibar2(01)} ={col 44}{res} 294.05
{txt}{col 27}Prob > chibar2 = {col 45}{res} 0.0000
{com}.
. xtreg Rect_nfi Trans_i FADeC_a FADeC_na Cap_i Rect_fi Deps_fo Deps_i, re
{res}
{txt}Random-effects GLS regression Number of obs = {res} 425
{txt}Group variable: {res}Identifiant {txt}Number of groups = {res} 73
{txt}R-squared: Obs per group:
Within = {res}0.1777 {txt}min = {res} 4
{txt} Between = {res}0.6378 {txt}avg = {res} 5.8
{txt} Overall = {res}0.5628 {txt}max = {res} 6
{txt}Wald chi2({res}7{txt}) = {res} 189.65
{txt}corr(u_i, X) = {res}0{txt} (assumed) Prob > chi2 = {res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_nfi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.0102087{col 26}{space 2} .07878{col 37}{space 1} -0.13{col 46}{space 3}0.897{col 54}{space 4}-.1646146{col 67}{space 3} .1441972
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2} .1063846{col 26}{space 2} .0458891{col 37}{space 1} 2.32{col 46}{space 3}0.020{col 54}{space 4} .0164437{col 67}{space 3} .1963255
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .0039653{col 26}{space 2} .0713689{col 37}{space 1} 0.06{col 46}{space 3}0.956{col 54}{space 4}-.1359152{col 67}{space 3} .1438457
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .2698997{col 26}{space 2} .0904187{col 37}{space 1} 2.98{col 46}{space 3}0.003{col 54}{space 4} .0926822{col 67}{space 3} .4471171
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .1233288{col 26}{space 2} .0460541{col 37}{space 1} 2.68{col 46}{space 3}0.007{col 54}{space 4} .0330644{col 67}{space 3} .2135931
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .6526911{col 26}{space 2} .0685855{col 37}{space 1} 9.52{col 46}{space 3}0.000{col 54}{space 4} .518266{col 67}{space 3} .7871162
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .072348{col 26}{space 2} .04954{col 37}{space 1} 1.46{col 46}{space 3}0.144{col 54}{space 4}-.0247485{col 67}{space 3} .1694446
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-4.081537{col 26}{space 2} 1.587761{col 37}{space 1} -2.57{col 46}{space 3}0.010{col 54}{space 4}-7.193491{col 67}{space 3}-.9695827
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .43700058
{txt}sigma_e {c |} {res} .32525844
{txt}rho {c |} {res} .64350943{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
{com}.
. predict residu2
({txt}option {bf:xb} assumed; fitted values)
(13 missing values generated)
{com}.
. sktest residu2
{res}
{txt}Skewness and kurtosis tests for normality
{col 58}{hline 5} Joint test {hline 5}
{col 5}Variable {c |}{col 22}Obs Pr(skewness) Pr(kurtosis) Adj chi2(2) Prob>chi2
{hline 13}{c +}{hline 65}
residu2 {c |}{res}{col 16} 425{col 34}0.6101{col 49}0.6459{col 60} 0.48{col 74}0.7886
{com}.
. xtserial residu2
{txt}Wooldridge test for autocorrelation in panel data
H0: no first-order autocorrelation
{col 5}F( 1, 70) = {res} 2.318
{txt}{col 12}Prob > F = {res} 0.1324
{com}.
. gen residu2carré = residu2^2
{txt}(13 missing values generated)
{com}.
. reg residu2carré Trans_i FADeC_a FADeC_na Cap_i Rect_fi Deps_fo Deps_i
{txt} Source {c |} SS df MS Number of obs ={res} 425
{txt}{hline 13}{c +}{hline 34} F(7, 417) = {res} 63294.10
{txt} Model {c |} {res} 52751.8064 7 7535.97234 {txt}Prob > F ={res} 0.0000
{txt} Residual {c |} {res} 49.6491834 417 .11906279 {txt}R-squared ={res} 0.9991
{txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9990
{txt} Total {c |} {res} 52801.4556 424 124.531735 {txt}Root MSE = {res} .34505
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}residu2carré{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2} -.171108{col 26}{space 2} .0669262{col 37}{space 1} -2.56{col 46}{space 3}0.011{col 54}{space 4}-.3026627{col 67}{space 3}-.0395533
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2} 2.327456{col 26}{space 2} .0375887{col 37}{space 1} 61.92{col 46}{space 3}0.000{col 54}{space 4} 2.253569{col 67}{space 3} 2.401343
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.0494369{col 26}{space 2} .0552862{col 37}{space 1} -0.89{col 46}{space 3}0.372{col 54}{space 4}-.1581112{col 67}{space 3} .0592374
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} 6.0389{col 26}{space 2} .0692924{col 37}{space 1} 87.15{col 46}{space 3}0.000{col 54}{space 4} 5.902694{col 67}{space 3} 6.175106
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} 2.644253{col 26}{space 2} .028412{col 37}{space 1} 93.07{col 46}{space 3}0.000{col 54}{space 4} 2.588404{col 67}{space 3} 2.700101
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} 14.40719{col 26}{space 2} .045769{col 37}{space 1} 314.78{col 46}{space 3}0.000{col 54}{space 4} 14.31722{col 67}{space 3} 14.49715
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} 1.721543{col 26}{space 2} .0428065{col 37}{space 1} 40.22{col 46}{space 3}0.000{col 54}{space 4} 1.637399{col 67}{space 3} 1.805686
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} -212.226{col 26}{space 2} 1.047878{col 37}{space 1} -202.53{col 46}{space 3}0.000{col 54}{space 4}-214.2858{col 67}{space 3}-210.1662
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{com}.
. hettest
{txt}Breusch–Pagan/Cook–Weisberg test for heteroskedasticity
Assumption: Normal error terms
{p 0 11 0}Variable:{space 1}{res:{txt:Fitted values of} {res:residu2carré}}{p_end}
H0: Constant variance
{ralign 11:chi2({res:1})} = {res}{ralign 6:24.22}
{txt}{ralign 11:Prob > chi2} = {res}{ralign 6:0.0000}
{com}.
. xtgls Rect_nfi Trans_i FADeC_a FADeC_na Cap_i Rect_fi Deps_fo Deps_i, panels(hetero)
{txt}Cross-sectional time-series FGLS regression
Coefficients: {res}generalized least squares
{txt}Panels: {res}heteroskedastic
{txt}Correlation: {res}no autocorrelation
{txt}Estimated covariances{col 28}= {res} 73{txt}{col 49}Number of obs{col 67}= {res} 425
{txt}Estimated autocorrelations{col 28}= {res} 0{txt}{col 49}Number of groups{col 67}= {res} 73
{txt}Estimated coefficients{col 28}= {res} 8{txt}{col 49}Obs per group:
{col 63}min{col 67}= {res} 4
{txt}{col 63}avg{col 67}= {res} 5.821918
{txt}{col 63}max{col 67}= {res} 6
{txt}{col 49}Wald chi2({res}7{txt}){col 67}= {res} 1383.91
{txt}{col 49}Prob > chi2{col 67}= {res} 0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_nfi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.1379427{col 26}{space 2} .0798242{col 37}{space 1} -1.73{col 46}{space 3}0.084{col 54}{space 4}-.2943952{col 67}{space 3} .0185099
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2} .1278309{col 26}{space 2} .0473906{col 37}{space 1} 2.70{col 46}{space 3}0.007{col 54}{space 4} .0349471{col 67}{space 3} .2207147
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.2832329{col 26}{space 2} .0662549{col 37}{space 1} -4.27{col 46}{space 3}0.000{col 54}{space 4}-.4130901{col 67}{space 3}-.1533757
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .1559047{col 26}{space 2} .0903274{col 37}{space 1} 1.73{col 46}{space 3}0.084{col 54}{space 4}-.0211337{col 67}{space 3} .3329431
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .0289247{col 26}{space 2} .039727{col 37}{space 1} 0.73{col 46}{space 3}0.467{col 54}{space 4}-.0489387{col 67}{space 3} .1067882
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} 1.224488{col 26}{space 2} .061139{col 37}{space 1} 20.03{col 46}{space 3}0.000{col 54}{space 4} 1.104657{col 67}{space 3} 1.344318
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .1300798{col 26}{space 2} .0539231{col 37}{space 1} 2.41{col 46}{space 3}0.016{col 54}{space 4} .0243925{col 67}{space 3} .2357671
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} -4.19169{col 26}{space 2} 1.286926{col 37}{space 1} -3.26{col 46}{space 3}0.001{col 54}{space 4}-6.714018{col 67}{space 3}-1.669361
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{com}.
.
.
. *model 3
.
. xtreg Rect_fi Trans_i FADeC_a FADeC_na Cap_i Rect_nfi Deps_fo Deps_i, fe
{res}
{txt}Fixed-effects (within) regression{col 49}Number of obs{col 67}={col 69}{res} 425
{txt}Group variable: {res}Identifiant{txt}{col 49}Number of groups{col 67}={col 69}{res} 73
{txt}R-squared:{col 49}Obs per group:
Within = {res}0.1433{col 63}{txt}min{col 67}={col 69}{res} 4
{txt} Between = {res}0.6889{col 63}{txt}avg{col 67}={col 69}{res} 5.8
{txt} Overall = {res}0.5960{col 63}{txt}max{col 67}={col 69}{res} 6
{txt}{col 49}F({res}7{txt},{res}345{txt}){col 67}={col 70}{res} 8.25
{txt}corr(u_i, Xb) = {res}0.6147{txt}{col 49}Prob > F{col 67}={col 73}{res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_fi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2} .1625821{col 26}{space 2} .080947{col 37}{space 1} 2.01{col 46}{space 3}0.045{col 54}{space 4} .0033704{col 67}{space 3} .3217939
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0463744{col 26}{space 2} .0479234{col 37}{space 1} -0.97{col 46}{space 3}0.334{col 54}{space 4}-.1406332{col 67}{space 3} .0478845
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.2023168{col 26}{space 2} .0745166{col 37}{space 1} -2.72{col 46}{space 3}0.007{col 54}{space 4}-.3488809{col 67}{space 3}-.0557527
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .1376053{col 26}{space 2} .0959745{col 37}{space 1} 1.43{col 46}{space 3}0.153{col 54}{space 4}-.0511634{col 67}{space 3} .3263739
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .0777351{col 26}{space 2} .0600665{col 37}{space 1} 1.29{col 46}{space 3}0.196{col 54}{space 4}-.0404076{col 67}{space 3} .1958777
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .4611577{col 26}{space 2} .0760361{col 37}{space 1} 6.06{col 46}{space 3}0.000{col 54}{space 4} .311605{col 67}{space 3} .6107105
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .0528143{col 26}{space 2} .0514645{col 37}{space 1} 1.03{col 46}{space 3}0.306{col 54}{space 4}-.0484094{col 67}{space 3} .154038
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 2.991725{col 26}{space 2} 1.798772{col 37}{space 1} 1.66{col 46}{space 3}0.097{col 54}{space 4}-.5462147{col 67}{space 3} 6.529665
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .67439651
{txt}sigma_e {c |} {res} .36376596
{txt}rho {c |} {res} .7746253{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
F test that all u_i=0: F({res}72{txt}, {res}345{txt}) = {res}10.68{col 62}{txt}Prob > F = {res}0.0000
{com}.
. est store Fe1
.
. xtreg Rect_fi Trans_i FADeC_a FADeC_na Cap_i Rect_nfi Deps_fo Deps_i, re
{res}
{txt}Random-effects GLS regression Number of obs = {res} 425
{txt}Group variable: {res}Identifiant {txt}Number of groups = {res} 73
{txt}R-squared: Obs per group:
Within = {res}0.1377 {txt}min = {res} 4
{txt} Between = {res}0.7113 {txt}avg = {res} 5.8
{txt} Overall = {res}0.6177 {txt}max = {res} 6
{txt}Wald chi2({res}7{txt}) = {res} 194.61
{txt}corr(u_i, X) = {res}0{txt} (assumed) Prob > chi2 = {res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_fi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2} .2609961{col 26}{space 2} .0837002{col 37}{space 1} 3.12{col 46}{space 3}0.002{col 54}{space 4} .0969466{col 67}{space 3} .4250455
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0413393{col 26}{space 2} .0495317{col 37}{space 1} -0.83{col 46}{space 3}0.404{col 54}{space 4}-.1384196{col 67}{space 3} .0557411
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.1932667{col 26}{space 2} .0758091{col 37}{space 1} -2.55{col 46}{space 3}0.011{col 54}{space 4}-.3418498{col 67}{space 3}-.0446836
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .1309285{col 26}{space 2} .0976202{col 37}{space 1} 1.34{col 46}{space 3}0.180{col 54}{space 4}-.0604036{col 67}{space 3} .3222607
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .1387438{col 26}{space 2} .0507153{col 37}{space 1} 2.74{col 46}{space 3}0.006{col 54}{space 4} .0393436{col 67}{space 3} .2381441
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .696386{col 26}{space 2} .0734486{col 37}{space 1} 9.48{col 46}{space 3}0.000{col 54}{space 4} .5524294{col 67}{space 3} .8403426
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .1250033{col 26}{space 2} .053006{col 37}{space 1} 2.36{col 46}{space 3}0.018{col 54}{space 4} .0211134{col 67}{space 3} .2288931
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-2.797188{col 26}{space 2} 1.689616{col 37}{space 1} -1.66{col 46}{space 3}0.098{col 54}{space 4}-6.108775{col 67}{space 3} .5143984
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .43401517
{txt}sigma_e {c |} {res} .36376596
{txt}rho {c |} {res} .58737824{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
{com}.
. est store Re1
.
. xttest0
{txt}Breusch and Pagan Lagrangian multiplier test for random effects
Rect_fi[Identifiant,t] = Xb + u[Identifiant] + e[Identifiant,t]
{col 9}Estimated results:
{col 26}{c |}{col 34}Var{col 42}SD = sqrt(Var)
{col 17}{hline 9}{c +}{hline 29}
{col 16} Rect_fi {c |} {res} .9712943 .9855426
{col 24}{txt}e {c |} {res} .1323257 .363766
{col 24}{txt}u {c |} {res} .1883692 .4340152
{txt}{col 9}Test: Var(u) = 0
{col 30}{help j_chibar:chibar2(01)} ={col 44}{res} 233.41
{txt}{col 27}Prob > chibar2 = {col 45}{res} 0.0000
{com}.
. xtreg Rect_fi Trans_i FADeC_a FADeC_na Cap_i Rect_nfi Deps_fo Deps_i, re
{res}
{txt}Random-effects GLS regression Number of obs = {res} 425
{txt}Group variable: {res}Identifiant {txt}Number of groups = {res} 73
{txt}R-squared: Obs per group:
Within = {res}0.1377 {txt}min = {res} 4
{txt} Between = {res}0.7113 {txt}avg = {res} 5.8
{txt} Overall = {res}0.6177 {txt}max = {res} 6
{txt}Wald chi2({res}7{txt}) = {res} 194.61
{txt}corr(u_i, X) = {res}0{txt} (assumed) Prob > chi2 = {res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_fi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2} .2609961{col 26}{space 2} .0837002{col 37}{space 1} 3.12{col 46}{space 3}0.002{col 54}{space 4} .0969466{col 67}{space 3} .4250455
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0413393{col 26}{space 2} .0495317{col 37}{space 1} -0.83{col 46}{space 3}0.404{col 54}{space 4}-.1384196{col 67}{space 3} .0557411
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.1932667{col 26}{space 2} .0758091{col 37}{space 1} -2.55{col 46}{space 3}0.011{col 54}{space 4}-.3418498{col 67}{space 3}-.0446836
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .1309285{col 26}{space 2} .0976202{col 37}{space 1} 1.34{col 46}{space 3}0.180{col 54}{space 4}-.0604036{col 67}{space 3} .3222607
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .1387438{col 26}{space 2} .0507153{col 37}{space 1} 2.74{col 46}{space 3}0.006{col 54}{space 4} .0393436{col 67}{space 3} .2381441
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} .696386{col 26}{space 2} .0734486{col 37}{space 1} 9.48{col 46}{space 3}0.000{col 54}{space 4} .5524294{col 67}{space 3} .8403426
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .1250033{col 26}{space 2} .053006{col 37}{space 1} 2.36{col 46}{space 3}0.018{col 54}{space 4} .0211134{col 67}{space 3} .2288931
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-2.797188{col 26}{space 2} 1.689616{col 37}{space 1} -1.66{col 46}{space 3}0.098{col 54}{space 4}-6.108775{col 67}{space 3} .5143984
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .43401517
{txt}sigma_e {c |} {res} .36376596
{txt}rho {c |} {res} .58737824{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
{com}.
. predict residu3
({txt}option {bf:xb} assumed; fitted values)
(13 missing values generated)
{com}.
. sktest residu3
{res}
{txt}Skewness and kurtosis tests for normality
{col 58}{hline 5} Joint test {hline 5}
{col 5}Variable {c |}{col 22}Obs Pr(skewness) Pr(kurtosis) Adj chi2(2) Prob>chi2
{hline 13}{c +}{hline 65}
residu3 {c |}{res}{col 16} 425{col 34}0.4890{col 49}0.9099{col 60} 0.50{col 74}0.7806
{com}.
. xtserial residu3
{txt}Wooldridge test for autocorrelation in panel data
H0: no first-order autocorrelation
{col 5}F( 1, 70) = {res} 8.340
{txt}{col 12}Prob > F = {res} 0.0052
{com}.
. gen residu3carré = residu3^2
{txt}(13 missing values generated)
{com}.
. reg residu3carré Trans_i FADeC_a FADeC_na Cap_i Rect_nfi Deps_fo Deps_i
{txt} Source {c |} SS df MS Number of obs ={res} 425
{txt}{hline 13}{c +}{hline 34} F(7, 417) = {res} 52470.50
{txt} Model {c |} {res} 62372.5648 7 8910.3664 {txt}Prob > F ={res} 0.0000
{txt} Residual {c |} {res} 70.813563 417 .169816698 {txt}R-squared ={res} 0.9989
{txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9988
{txt} Total {c |} {res} 62443.3784 424 147.272119 {txt}Root MSE = {res} .41209
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}residu3carré{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2} 5.762245{col 26}{space 2} .0782283{col 37}{space 1} 73.66{col 46}{space 3}0.000{col 54}{space 4} 5.608474{col 67}{space 3} 5.916016
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.9580942{col 26}{space 2} .0451475{col 37}{space 1} -21.22{col 46}{space 3}0.000{col 54}{space 4}-1.046839{col 67}{space 3}-.8693492
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-4.529822{col 26}{space 2} .0665877{col 37}{space 1} -68.03{col 46}{space 3}0.000{col 54}{space 4}-4.660712{col 67}{space 3}-4.398933
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} 2.998363{col 26}{space 2} .0829011{col 37}{space 1} 36.17{col 46}{space 3}0.000{col 54}{space 4} 2.835406{col 67}{space 3} 3.161319
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} 2.984022{col 26}{space 2} .0322796{col 37}{space 1} 92.44{col 46}{space 3}0.000{col 54}{space 4} 2.920572{col 67}{space 3} 3.047473
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} 15.55679{col 26}{space 2} .0560064{col 37}{space 1} 277.77{col 46}{space 3}0.000{col 54}{space 4} 15.4467{col 67}{space 3} 15.66688
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} 2.901161{col 26}{space 2} .0505739{col 37}{space 1} 57.36{col 46}{space 3}0.000{col 54}{space 4} 2.80175{col 67}{space 3} 3.000573
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-184.1474{col 26}{space 2} 1.190079{col 37}{space 1} -154.74{col 46}{space 3}0.000{col 54}{space 4}-186.4867{col 67}{space 3}-181.8081
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{com}.
. hettest
{txt}Breusch–Pagan/Cook–Weisberg test for heteroskedasticity
Assumption: Normal error terms
{p 0 11 0}Variable:{space 1}{res:{txt:Fitted values of} {res:residu3carré}}{p_end}
H0: Constant variance
{ralign 11:chi2({res:1})} = {res}{ralign 6:20.11}
{txt}{ralign 11:Prob > chi2} = {res}{ralign 6:0.0000}
{com}.
. xtgls Rect_fi Trans_i FADeC_a FADeC_na Cap_i Rect_nfi Deps_fo Deps_i, panels(hetero)
{txt}Cross-sectional time-series FGLS regression
Coefficients: {res}generalized least squares
{txt}Panels: {res}heteroskedastic
{txt}Correlation: {res}no autocorrelation
{txt}Estimated covariances{col 28}= {res} 73{txt}{col 49}Number of obs{col 67}= {res} 425
{txt}Estimated autocorrelations{col 28}= {res} 0{txt}{col 49}Number of groups{col 67}= {res} 73
{txt}Estimated coefficients{col 28}= {res} 8{txt}{col 49}Obs per group:
{col 63}min{col 67}= {res} 4
{txt}{col 63}avg{col 67}= {res} 5.821918
{txt}{col 63}max{col 67}= {res} 6
{txt}{col 49}Wald chi2({res}7{txt}){col 67}= {res} 1935.44
{txt}{col 49}Prob > chi2{col 67}= {res} 0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Rect_fi{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2} .4884195{col 26}{space 2} .0696493{col 37}{space 1} 7.01{col 46}{space 3}0.000{col 54}{space 4} .3519094{col 67}{space 3} .6249296
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0204637{col 26}{space 2} .0390354{col 37}{space 1} -0.52{col 46}{space 3}0.600{col 54}{space 4}-.0969717{col 67}{space 3} .0560442
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2}-.1635895{col 26}{space 2} .0558086{col 37}{space 1} -2.93{col 46}{space 3}0.003{col 54}{space 4}-.2729723{col 67}{space 3}-.0542066
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} .0383137{col 26}{space 2} .0790912{col 37}{space 1} 0.48{col 46}{space 3}0.628{col 54}{space 4}-.1167023{col 67}{space 3} .1933297
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .0131508{col 26}{space 2} .0360261{col 37}{space 1} 0.37{col 46}{space 3}0.715{col 54}{space 4} -.057459{col 67}{space 3} .0837606
{txt}{space 5}Deps_fo {c |}{col 14}{res}{space 2} 1.208708{col 26}{space 2} .0583075{col 37}{space 1} 20.73{col 46}{space 3}0.000{col 54}{space 4} 1.094427{col 67}{space 3} 1.322989
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2} .2682896{col 26}{space 2} .0504495{col 37}{space 1} 5.32{col 46}{space 3}0.000{col 54}{space 4} .1694103{col 67}{space 3} .3671688
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}-11.73936{col 26}{space 2} 1.145166{col 37}{space 1} -10.25{col 46}{space 3}0.000{col 54}{space 4}-13.98384{col 67}{space 3}-9.494873
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{com}.
.
.
. *model 4
.
. xtreg Deps_fo Trans_i FADeC_a FADeC_na Rect_nfi Rect_fi Deps_i Cap_i, fe
{res}
{txt}Fixed-effects (within) regression{col 49}Number of obs{col 67}={col 69}{res} 425
{txt}Group variable: {res}Identifiant{txt}{col 49}Number of groups{col 67}={col 69}{res} 73
{txt}R-squared:{col 49}Obs per group:
Within = {res}0.3174{col 63}{txt}min{col 67}={col 69}{res} 4
{txt} Between = {res}0.8411{col 63}{txt}avg{col 67}={col 69}{res} 5.8
{txt} Overall = {res}0.7309{col 63}{txt}max{col 67}={col 69}{res} 6
{txt}{col 49}F({res}7{txt},{res}345{txt}){col 67}={col 70}{res} 22.92
{txt}corr(u_i, Xb) = {res}0.4445{txt}{col 49}Prob > F{col 67}={col 73}{res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Deps_fo{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.1703998{col 26}{space 2} .0540286{col 37}{space 1} -3.15{col 46}{space 3}0.002{col 54}{space 4}-.2766668{col 67}{space 3}-.0641329
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0380114{col 26}{space 2} .0322355{col 37}{space 1} -1.18{col 46}{space 3}0.239{col 54}{space 4}-.1014142{col 67}{space 3} .0253914
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .1555418{col 26}{space 2} .0499927{col 37}{space 1} 3.11{col 46}{space 3}0.002{col 54}{space 4} .0572131{col 67}{space 3} .2538706
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .2463187{col 26}{space 2} .0382969{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .1709939{col 67}{space 3} .3216436
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .2089256{col 26}{space 2} .0344479{col 37}{space 1} 6.06{col 46}{space 3}0.000{col 54}{space 4} .1411714{col 67}{space 3} .2766799
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2}-.1239224{col 26}{space 2} .0340454{col 37}{space 1} -3.64{col 46}{space 3}0.000{col 54}{space 4}-.1908851{col 67}{space 3}-.0569598
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2}-.1076678{col 26}{space 2} .0645315{col 37}{space 1} -1.67{col 46}{space 3}0.096{col 54}{space 4}-.2345925{col 67}{space 3} .0192568
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 10.92066{col 26}{space 2} 1.063925{col 37}{space 1} 10.26{col 46}{space 3}0.000{col 54}{space 4} 8.82806{col 67}{space 3} 13.01325
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .23364722
{txt}sigma_e {c |} {res} .24484609
{txt}rho {c |} {res} .47660838{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
F test that all u_i=0: F({res}72{txt}, {res}345{txt}) = {res}3.41{col 62}{txt}Prob > F = {res}0.0000
{com}.
. est store fex
.
. xtreg Deps_fo Trans_i FADeC_a FADeC_na Rect_nfi Rect_fi Deps_i Cap_i, re
{res}
{txt}Random-effects GLS regression Number of obs = {res} 425
{txt}Group variable: {res}Identifiant {txt}Number of groups = {res} 73
{txt}R-squared: Obs per group:
Within = {res}0.3054 {txt}min = {res} 4
{txt} Between = {res}0.8679 {txt}avg = {res} 5.8
{txt} Overall = {res}0.7523 {txt}max = {res} 6
{txt}Wald chi2({res}7{txt}) = {res} 629.11
{txt}corr(u_i, X) = {res}0{txt} (assumed) Prob > chi2 = {res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Deps_fo{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.1417563{col 26}{space 2} .052407{col 37}{space 1} -2.70{col 46}{space 3}0.007{col 54}{space 4}-.2444721{col 67}{space 3}-.0390405
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0355984{col 26}{space 2} .0305696{col 37}{space 1} -1.16{col 46}{space 3}0.244{col 54}{space 4}-.0955138{col 67}{space 3} .024317
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .1879601{col 26}{space 2} .0454519{col 37}{space 1} 4.14{col 46}{space 3}0.000{col 54}{space 4} .0988759{col 67}{space 3} .2770442
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .2831534{col 26}{space 2} .0230326{col 37}{space 1} 12.29{col 46}{space 3}0.000{col 54}{space 4} .2380103{col 67}{space 3} .3282965
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .277233{col 26}{space 2} .0233755{col 37}{space 1} 11.86{col 46}{space 3}0.000{col 54}{space 4} .2314179{col 67}{space 3} .3230481
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2}-.0904828{col 26}{space 2} .0330307{col 37}{space 1} -2.74{col 46}{space 3}0.006{col 54}{space 4}-.1552217{col 67}{space 3}-.0257439
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2}-.1089003{col 26}{space 2} .0589507{col 37}{space 1} -1.85{col 46}{space 3}0.065{col 54}{space 4}-.2244416{col 67}{space 3} .0066409
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 8.556595{col 26}{space 2} .8695901{col 37}{space 1} 9.84{col 46}{space 3}0.000{col 54}{space 4} 6.852229{col 67}{space 3} 10.26096
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .15322331
{txt}sigma_e {c |} {res} .24484609
{txt}rho {c |} {res} .28141232{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
{com}.
. est store rex
.
. xttest0
{txt}Breusch and Pagan Lagrangian multiplier test for random effects
Deps_fo[Identifiant,t] = Xb + u[Identifiant] + e[Identifiant,t]
{col 9}Estimated results:
{col 26}{c |}{col 34}Var{col 42}SD = sqrt(Var)
{col 17}{hline 9}{c +}{hline 29}
{col 16} Deps_fo {c |} {res} .3405187 .5835398
{col 24}{txt}e {c |} {res} .0599496 .2448461
{col 24}{txt}u {c |} {res} .0234774 .1532233
{txt}{col 9}Test: Var(u) = 0
{col 30}{help j_chibar:chibar2(01)} ={col 44}{res} 62.69
{txt}{col 27}Prob > chibar2 = {col 45}{res} 0.0000
{com}.
. xtreg Deps_fo Trans_i FADeC_a FADeC_na Rect_nfi Rect_fi Deps_i Cap_i, re
{res}
{txt}Random-effects GLS regression Number of obs = {res} 425
{txt}Group variable: {res}Identifiant {txt}Number of groups = {res} 73
{txt}R-squared: Obs per group:
Within = {res}0.3054 {txt}min = {res} 4
{txt} Between = {res}0.8679 {txt}avg = {res} 5.8
{txt} Overall = {res}0.7523 {txt}max = {res} 6
{txt}Wald chi2({res}7{txt}) = {res} 629.11
{txt}corr(u_i, X) = {res}0{txt} (assumed) Prob > chi2 = {res}0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Deps_fo{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.1417563{col 26}{space 2} .052407{col 37}{space 1} -2.70{col 46}{space 3}0.007{col 54}{space 4}-.2444721{col 67}{space 3}-.0390405
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0355984{col 26}{space 2} .0305696{col 37}{space 1} -1.16{col 46}{space 3}0.244{col 54}{space 4}-.0955138{col 67}{space 3} .024317
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .1879601{col 26}{space 2} .0454519{col 37}{space 1} 4.14{col 46}{space 3}0.000{col 54}{space 4} .0988759{col 67}{space 3} .2770442
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .2831534{col 26}{space 2} .0230326{col 37}{space 1} 12.29{col 46}{space 3}0.000{col 54}{space 4} .2380103{col 67}{space 3} .3282965
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .277233{col 26}{space 2} .0233755{col 37}{space 1} 11.86{col 46}{space 3}0.000{col 54}{space 4} .2314179{col 67}{space 3} .3230481
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2}-.0904828{col 26}{space 2} .0330307{col 37}{space 1} -2.74{col 46}{space 3}0.006{col 54}{space 4}-.1552217{col 67}{space 3}-.0257439
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2}-.1089003{col 26}{space 2} .0589507{col 37}{space 1} -1.85{col 46}{space 3}0.065{col 54}{space 4}-.2244416{col 67}{space 3} .0066409
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 8.556595{col 26}{space 2} .8695901{col 37}{space 1} 9.84{col 46}{space 3}0.000{col 54}{space 4} 6.852229{col 67}{space 3} 10.26096
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
sigma_u {c |} {res} .15322331
{txt}sigma_e {c |} {res} .24484609
{txt}rho {c |} {res} .28141232{txt} (fraction of variance due to u_i)
{hline 13}{c BT}{hline 64}
{com}.
. predict residu4
({txt}option {bf:xb} assumed; fitted values)
(13 missing values generated)
{com}.
. sktest residu4
{res}
{txt}Skewness and kurtosis tests for normality
{col 58}{hline 5} Joint test {hline 5}
{col 5}Variable {c |}{col 22}Obs Pr(skewness) Pr(kurtosis) Adj chi2(2) Prob>chi2
{hline 13}{c +}{hline 65}
residu4 {c |}{res}{col 16} 425{col 34}0.0249{col 49}0.1829{col 60} 6.67{col 74}0.0356
{com}.
. xtserial residu4
{txt}Wooldridge test for autocorrelation in panel data
H0: no first-order autocorrelation
{col 5}F( 1, 70) = {res} 0.075
{txt}{col 12}Prob > F = {res} 0.7846
{com}.
. gen residu4carre = residu4^2
{txt}(13 missing values generated)
{com}.
. reg residu4carre Trans_i FADeC_a FADeC_na Rect_nfi Rect_fi Deps_i Cap_i
{txt} Source {c |} SS df MS Number of obs ={res} 425
{txt}{hline 13}{c +}{hline 34} F(7, 417) = {res} 67275.88
{txt} Model {c |} {res} 59726.6294 7 8532.37563 {txt}Prob > F ={res} 0.0000
{txt} Residual {c |} {res} 52.8867194 417 .126826665 {txt}R-squared ={res} 0.9991
{txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9991
{txt} Total {c |} {res} 59779.5161 424 140.989425 {txt}Root MSE = {res} .35613
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}residu4carre{col 14}{c |} Coefficient{col 26} Std. err.{col 38} t{col 46} P>|t|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-3.426879{col 26}{space 2} .0688609{col 37}{space 1} -49.77{col 46}{space 3}0.000{col 54}{space 4}-3.562236{col 67}{space 3}-3.291521
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.9545439{col 26}{space 2} .0389712{col 37}{space 1} -24.49{col 46}{space 3}0.000{col 54}{space 4}-1.031148{col 67}{space 3}-.8779394
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} 4.47914{col 26}{space 2} .0565613{col 37}{space 1} 79.19{col 46}{space 3}0.000{col 54}{space 4} 4.367959{col 67}{space 3} 4.590321
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} 6.85112{col 26}{space 2} .0220199{col 37}{space 1} 311.13{col 46}{space 3}0.000{col 54}{space 4} 6.807836{col 67}{space 3} 6.894404
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} 6.732197{col 26}{space 2} .0237168{col 37}{space 1} 283.86{col 46}{space 3}0.000{col 54}{space 4} 6.685577{col 67}{space 3} 6.778816
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2}-2.129836{col 26}{space 2} .0441253{col 37}{space 1} -48.27{col 46}{space 3}0.000{col 54}{space 4}-2.216572{col 67}{space 3}-2.043101
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2} -2.66475{col 26}{space 2} .0715659{col 37}{space 1} -37.23{col 46}{space 3}0.000{col 54}{space 4}-2.805425{col 67}{space 3}-2.524075
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 62.19845{col 26}{space 2} 1.002572{col 37}{space 1} 62.04{col 46}{space 3}0.000{col 54}{space 4} 60.22772{col 67}{space 3} 64.16917
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{com}.
. hettest
{txt}Breusch–Pagan/Cook–Weisberg test for heteroskedasticity
Assumption: Normal error terms
{p 0 11 0}Variable:{space 1}{res:{txt:Fitted values of} {res:residu4carre}}{p_end}
H0: Constant variance
{ralign 11:chi2({res:1})} = {res}{ralign 6:24.76}
{txt}{ralign 11:Prob > chi2} = {res}{ralign 6:0.0000}
{com}.
. xtgls Deps_fo Trans_i FADeC_a FADeC_na Rect_nfi Rect_fi Deps_i Cap_i, panels(hetero)
{txt}Cross-sectional time-series FGLS regression
Coefficients: {res}generalized least squares
{txt}Panels: {res}heteroskedastic
{txt}Correlation: {res}no autocorrelation
{txt}Estimated covariances{col 28}= {res} 73{txt}{col 49}Number of obs{col 67}= {res} 425
{txt}Estimated autocorrelations{col 28}= {res} 0{txt}{col 49}Number of groups{col 67}= {res} 73
{txt}Estimated coefficients{col 28}= {res} 8{txt}{col 49}Obs per group:
{col 63}min{col 67}= {res} 4
{txt}{col 63}avg{col 67}= {res} 5.821918
{txt}{col 63}max{col 67}= {res} 6
{txt}{col 49}Wald chi2({res}7{txt}){col 67}= {res} 1724.13
{txt}{col 49}Prob > chi2{col 67}= {res} 0.0000
{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1} Deps_fo{col 14}{c |} Coefficient{col 26} Std. err.{col 38} z{col 46} P>|z|{col 54} [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 5}Trans_i {c |}{col 14}{res}{space 2}-.1563447{col 26}{space 2} .0448687{col 37}{space 1} -3.48{col 46}{space 3}0.000{col 54}{space 4}-.2442858{col 67}{space 3}-.0684036
{txt}{space 5}FADeC_a {c |}{col 14}{res}{space 2}-.0528192{col 26}{space 2} .0249706{col 37}{space 1} -2.12{col 46}{space 3}0.034{col 54}{space 4}-.1017607{col 67}{space 3}-.0038777
{txt}{space 4}FADeC_na {c |}{col 14}{res}{space 2} .1722552{col 26}{space 2} .0394073{col 37}{space 1} 4.37{col 46}{space 3}0.000{col 54}{space 4} .0950184{col 67}{space 3} .249492
{txt}{space 4}Rect_nfi {c |}{col 14}{res}{space 2} .3032146{col 26}{space 2} .0150828{col 37}{space 1} 20.10{col 46}{space 3}0.000{col 54}{space 4} .2736529{col 67}{space 3} .3327763
{txt}{space 5}Rect_fi {c |}{col 14}{res}{space 2} .3092856{col 26}{space 2} .0163729{col 37}{space 1} 18.89{col 46}{space 3}0.000{col 54}{space 4} .2771953{col 67}{space 3} .3413758
{txt}{space 6}Deps_i {c |}{col 14}{res}{space 2}-.0469957{col 26}{space 2} .0308379{col 37}{space 1} -1.52{col 46}{space 3}0.128{col 54}{space 4}-.1074368{col 67}{space 3} .0134454
{txt}{space 7}Cap_i {c |}{col 14}{res}{space 2}-.0032682{col 26}{space 2} .0461091{col 37}{space 1} -0.07{col 46}{space 3}0.943{col 54}{space 4}-.0936404{col 67}{space 3} .0871039
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 6.587151{col 26}{space 2} .6529653{col 37}{space 1} 10.09{col 46}{space 3}0.000{col 54}{space 4} 5.307363{col 67}{space 3} 7.86694
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{com}. log close
{txt}name: {res}<unnamed>
{txt}log: {res}C:\Users\TAF Lucas\Desktop\Mémoire\my_log_file.smcl
{txt}log type: {res}smcl
{txt}closed on: {res}22 May 2021, 00:02:32
{txt}{.-}
{smcl}
{txt}{sf}{ul off}