lgr | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+---------------------------------------------------------------- depta | .1584001 .2799955 0.57 0.572 -.3949052 .7117055
-1.838839 | 1.568523 | -1.17 | 0.243 | -4.938432 | 1.260754 | |
cap | | -.3039196 | .7301944 | -0.42 | 0.678 | -1.746873 | 1.139034 |
liq | | .3975658 | .3415762 | 1.16 | 0.246 | -.2774306 | 1.072562 |
size | | -.1474104 | .0603639 | -2.44 | 0.016 | -.2666968 | -.0281239 |
inr | | .0608559 | .0215688 | 2.82 | 0.005 | .0182334 | .1034784 |
ggdp | | -.007339 | .0451505 | -0.16 | 0.871 | -.0965619 | .0818839 |
inf | | -.0302702 | .0068684 | -4.41 | 0.000 | -.043843 | -.0166974 |
_cons | | 2.484158 | 1.17899 | 2.11 | 0.037 | .1543287 | 4.813987 |
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-------------+----------------------------------------------------------------
sigma_u | .18217765
sigma_e | .26869732
rho | .31492227 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(22, 148) = 1.97 Prob > F = 0.0093
.
. xttest3
Modified Wald test for groupwise heteroskedasticity in fixed effect regression model
H0: sigma(i)^2 = sigma^2 for all i chi2 (23) = 913.88
Prob>chi2 = 0.0000
.
. xtgls lgr depta npl cap liq size inr ggdp inf i.donvi,igls panels(h) nolog convergence not achieved
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares Panels: heteroskedastic Correlation: no autocorrelation
23 | Number of obs = | 179 | |
Estimated autocorrelations = | 0 | Number of groups = | 23 |
Estimated coefficients = | 30 | Obs per group: min = | 5 |
avg = | 7.782609 | ||
max = | 8 | ||
Wald chi2(30) = | 6.26e+12 | ||
Log likelihood = | 44.60097 | Prob > chi2 = | 0.0000 |
------------------------------------------------------------------------------
lgr | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
| | .0126981 | .0232566 | 0.55 | 0.585 | -.0328839 | .0582802 | |
npl | | | -.9198642 | .0000276 | -3.3e+04 | 0.000 | -.9199183 | -.9198102 |
cap | | | -1.350867 | .0232567 | -58.09 | 0.000 | -1.396449 | -1.305284 |
liq | | | .2453936 | 4.35e-06 | 5.6e+04 | 0.000 | .2453851 | .2454021 |
size | | | .0001636 | 1.93e-06 | 84.87 | 0.000 | .0001598 | .0001674 |
inr | | | .0180963 | 3.15e-07 | 5.7e+04 | 0.000 | .0180957 | .0180969 |
ggdp | | | .0274611 | 6.49e-07 | 4.2e+04 | 0.000 | .0274598 | .0274623 |
inf | | | -.0047925 | 6.53e-08 | -7.3e+04 | 0.000 | -.0047926 | -.0047924 |
| | |||||||
donvi | | | ||||||
2 | | | -.0521365 | .0311184 | -1.68 | 0.094 | -.1131275 | .0088545 |
3 | | | -.0653345 | .0232565 | -2.81 | 0.005 | -.1109163 | -.0197526 |
4 | | | -.0482678 | .0816911 | -0.59 | 0.555 | -.2083793 | .1118438 |
5 | | | .3676971 | .1160171 | 3.17 | 0.002 | .1403078 | .5950865 |
6 | | | .0965291 | .1369237 | 0.70 | 0.481 | -.1718364 | .3648947 |
7 | | | -.2233401 | .0897791 | -2.49 | 0.013 | -.3993039 | -.0473763 |
8 | | | .1443967 | .0746803 | 1.93 | 0.053 | -.001974 | .2907675 |
9 | | | .0310915 | .0687171 | 0.45 | 0.651 | -.1035914 | .1657745 |
10 | | | .017121 | .0330861 | 0.52 | 0.605 | -.0477265 | .0819685 |
11 | | | .3391728 | .1168108 | 2.90 | 0.004 | .1102278 | .5681179 |
| | .0050487 | .063333 | 0.08 | 0.936 | -.1190816 | .129179 | |
13 | | | -.0560923 | .0884216 | -0.63 | 0.526 | -.2293953 | .1172108 |
14 | | | .089123 | .0686025 | 1.30 | 0.194 | -.0453354 | .2235815 |
15 | | | -.0730407 | .1249885 | -0.58 | 0.559 | -.3180136 | .1719323 |
16 | | | .0423636 | .1169192 | 0.36 | 0.717 | -.1867939 | .2715211 |
17 | | | .3983775 | .1447905 | 2.75 | 0.006 | .1145933 | .6821617 |
18 | | | .3372831 | .1394194 | 2.42 | 0.016 | .064026 | .6105401 |
19 | | | .0739627 | .1179573 | 0.63 | 0.531 | -.1572294 | .3051547 |
20 | | | .0623044 | .0452821 | 1.38 | 0.169 | -.0264469 | .1510558 |
21 | | | .2236747 | .1772758 | 1.26 | 0.207 | -.1237795 | .571129 |
22 | | | .1321025 | .1064383 | 1.24 | 0.215 | -.0765127 | .3407177 |
23 | | | .036287 | .0871318 | 0.42 | 0.677 | -.1344881 | .2070622 |
| | |||||||
_cons | | | 0 | (omitted) |
------------------------------------------------------------------------------
.
. est sto G1
.
. esttab P1 F1 R1 G1,r2 star(* 0.1 ** 0.05 *** 0.01) brackets nogap
(1) | (2) | (3) | (4) | |
lgr | lgr | lgr | lgr | |
---------------------------------------------------------------------------- | ||||
depta | 0.159 | 0.158 | 0.159 | 0.0127 |
[0.55] | [0.57] | [0.57] | [0.55] | |
npl | -2.317 | -1.839 | -2.382* | -0.920*** |
[-1.63] | [-1.17] | [-1.67] | [-33372.51] | |
cap | -0.191 | -0.304 | -0.158 | -1.351*** |
[-0.32] | [-0.42] | [-0.26] | [-58.09] | |
liq | 0.395 | 0.398 | 0.379 | 0.245*** |
size inr | [1.54] -0.0447* [-1.71] 0.0732*** [3.34] | [1.16] -0.147** [-2.44] 0.0609*** [2.82] | [1.40] -0.0505* [-1.72] 0.0717*** [3.38] | [56366.55] 0.000164*** [84.87] 0.0181*** [57381.50] |
ggdp | -0.0290 | -0.00734 | -0.0286 | 0.0275*** |
inf 1bn.donvi 2.donvi 3.donvi | [-0.63] -0.0297*** [-4.12] | [-0.16] -0.0303*** [-4.41] | [-0.65] -0.0295*** [-4.24] | [42336.32] -0.00479*** [-73391.12] . . -0.0521* [-1.68] -0.0653*** [-2.81] |
4.donvi | -0.0483 | |||
5.donvi | [-0.59] 0.368*** [3.17] | |||
6.donvi | 0.0965 | |||
7.donvi | [0.70] -0.223** | |||
8.donvi | 0.144* [1.93] | |||
9.donvi | 0.0311 | |||
[0.45] | ||||
10.donvi | 0.0171 | |||
11.donvi | [0.52] 0.339*** [2.90] | |||
12.donvi | 0.00505 | |||
[0.08] | ||||
13.donvi | -0.0561 | |||
[-0.63] | ||||
14.donvi | 0.0891 | |||
[1.30] | ||||
15.donvi | -0.0730 | |||
[-0.58] |
----------------------------------------------------------------------------
[-2.49]
16.donvi 0.0424
[0.36]
17.donvi 0.398***
[2.75] | ||||
18.donvi | 0.337** | |||
[2.42] | ||||
19.donvi | 0.0740 | |||
[0.63] | ||||
20.donvi | 0.0623 | |||
[1.38] | ||||
21.donvi | 0.224 | |||
[1.26] | ||||
22.donvi | 0.132 | |||
[1.24] | ||||
23.donvi | 0.0363 | |||
[0.42] | ||||
_cons | 0.637 | 2.484** | 0.750 | 0 |
[0.93] | [2.11] | [1.05] | . | |
---------------------------------------------------------------------------- | ||||
N | 179 | 179 | 179 | 179 |
R-sq | 0.143 | 0.173 | ||
---------------------------------------------------------------------------- |
t statistics in brackets
* p<0.1, ** p<0.05, *** p<0.01