Détail des résultats de l'estimation pour
la sous-période 1996-2000
xttobit ln_xijt_ ln_pibip ln_pibti ln_supis ln_disti sans_fm frij
lgij umijt ummijt if year<=2000
Obtaining starting values for full model:
Iteration 0: log likelihood = -4642.048
Iteration 1: log likelihood = -4641.9381
Iteration 2: log likelihood = -4641.9381
Fitting full model:
Iteration 0: log likelihood = -4641.9414
Iteration 1: log likelihood = -4641.9414
Random-effects tobit regression Number of obs = 1672
Group variable (i) : pairid Number of groups = 334
Random effects u_i ~ Gaussian Obs per group: min = 4
avg = 5.0
max = 10
Wald chi2(9) = 703.56
Log likelihood = -4641.9414 Prob > chi2 = 0.0000
ln_xijt_ | Coef. Std. Err. z P>|z| [95% Conf. Interval]
|
+
|
|
|
|
|
|
|
|
|
ln_pibip
|
|
|
1.399253
|
.0825308
|
16.95
|
0.000
|
1.237496
|
1.56101
|
|
ln_pibti
|
|
|
-.0297954
|
.0677339
|
-0.44
|
0.660
|
-.1625513
|
.1029605
|
|
ln_supis
|
|
|
-.0153198
|
.0740901
|
-0.21
|
0.836
|
-.129894
|
.1605337
|
|
ln_disti
|
|
|
-2.040926
|
.2316971
|
-8.81
|
0.000
|
-2.495044
|
-1.586808
|
|
sans_fm
|
|
|
-1.194086
|
.2634446
|
-4.53
|
0.000
|
-1.710428
|
-.677744
|
|
frij
|
|
|
.7685053
|
.6439287
|
1.19
|
0.233
|
-.4935718
|
2.030582
|
|
lgij
|
|
|
1.083571
|
.3321051
|
3.26
|
0.001
|
.4326568
|
1.734485
|
|
umijt
|
|
|
2.590304
|
.5892161
|
4.40
|
0.000
|
1.435461
|
3.745146
|
|
ummijt
|
|
|
-.0140322
|
.2987093
|
-0.05
|
0.963
|
-.5994916
|
.5714272
|
|
_cons
|
|
|
-8.486339
|
1.720634
|
-4.93
|
0.000
|
-11.85872
|
-5.113958
|
|
+
|
|
|
|
|
|
|
|
|
/sigma_u
|
|
|
1.616754
|
.1295796
|
12.48
|
0.000
|
1.362782
|
1.870725
|
|
/sigma_e
|
|
|
3.626906
|
.0701561
|
51.70
|
0.000
|
3.489402
|
3.764409
|
|
+
|
|
|
|
|
|
|
|
|
rho
|
|
|
.1657685
|
.0240453
|
|
|
.1229621
|
.2171839
|
Observation summary: 0 left-censored observations
1672 uncensored observations
0 right-censored observations
|
. ereturn list
Scalars:
|
|
|
|
e(rc)
|
=
|
0
|
|
e(ll)
|
=
|
-4641.94140625
|
|
e(converged)
|
=
|
1
|
|
e(ic)
|
=
|
1
|
|
e(df_m)
|
=
|
9
|
|
e(chi2)
|
=
|
703.5553687634891
|
|
e(p)
|
=
|
1.1899199396e-145
|
|
e(N_g)
|
=
|
334
|
|
e(g_min)
|
=
|
4
|
|
e(g_avg)
|
=
|
5.005988023952096
|
|
e(g_max)
|
=
|
10
|
|
e(N_c1)
|
=
|
1672
|
|
|
|
e(N) = 1672
e(sigma_e) = 3.626905572392015 e(sigma_u) = 1.616753822195872
macros:
e(cmd) : "xttobit"
e (ivar) : "pairid"
e(depvar) : "ln_xijt_"
e(title) : "Random-effects tobit regression"
e(distrib) : "Gaussian"
Détail des résultats de l'estimation pour
la sous-période 2001-2005
.xttobit ln_xijt_ ln_pibip ln_pibti ln_supis ln_disti sans_fm
frij lgij umijt ummijt if year>2000
Obtaining starting values for full model:
Iteration 0: log likelihood = -4635.1009
Iteration 1: log likelihood = -4623.8774
Iteration 2: log likelihood = -4623.7407
Iteration 3: log likelihood = -4623.7406
Fitting full model:
Iteration 0: log likelihood = -4623.7593
Iteration 1: log likelihood = -4623.7593
Random-effects tobit regression Number of obs = 1666
Group variable (i) : pairid Number of groups = 334
Random effects u_i ~ Gaussian Obs per group: min = 3
avg = 5.0
max = 10
Wald chi2(9) = 253.45
Log likelihood = -4623.7593 Prob > chi2 = 0.0000
ln_xijt_ | Coef. Std. Err. z P>|z| [95% Conf. Interval]
|
+
|
|
|
|
|
|
|
|
|
ln_pibip
|
|
|
.000063
|
.000034
|
1.85
|
0.064
|
-3.65e-06
|
.0001296
|
|
ln_pibti
|
|
|
1.085695
|
.1109033
|
9.79
|
0.000
|
.8683284
|
1.303061
|
|
ln_supis
|
|
|
-.8618969
|
.1193957
|
-7.22
|
0.000
|
.6278857
|
1.095908
|
|
ln_disti
|
|
|
-1.73932
|
.4393934
|
-3.96
|
0.000
|
-2.600515
|
-.8781246
|
|
sans_fm
|
|
|
-3.366318
|
.5308851
|
-6.34
|
0.000
|
-4.406834
|
-2.325803
|
|
frij
|
|
|
2.69566
|
1.351883
|
1.99
|
0.046
|
.0460173
|
5.345303
|
|
lgij
|
|
|
1.234761
|
.6855053
|
1.80
|
0.072
|
-.1088045
|
2.578327
|
|
umijt
|
|
|
2.404945
|
1.229591
|
1.96
|
0.050
|
-.0050091
|
4.8149
|
|
ummijt
|
|
|
-1.331473
|
.610548
|
-2.18
|
0.029
|
-2.528125
|
-.1348212
|
|
_cons
|
|
|
-10.55153
|
3.577876
|
-2.95
|
0.003
|
-17.56404
|
-3.539021
|
|
+
|
|
|
|
|
|
|
|
|
/sigma_u
|
|
|
4.626544
|
.1994319
|
23.20
|
0.000
|
4.235665
|
5.017423
|
|
/sigma_e
|
|
|
3.006704
|
.0586173
|
51.29
|
0.000
|
2.891816
|
3.121592
|
|
+
|
|
|
|
|
|
|
|
|
rho
|
|
|
.703064
|
.0202174
|
|
|
.6622945
|
.7414213
|
Observation summary: 0 left-censored observations
1666 uncensored observations
0 right-censored observations
. ereturn list
scalars:
|
e(rc)
e(ll)
e(converged)
e(ic)
e(df_m)
|
= = = = =
|
0 -4623.75927734375
1 1
9
|
|
|
e(p)
|
=
|
1.86194500382e-49
|
|
|
e(N_g)
|
=
|
334
|
|
|
e(g_min)
|
=
|
3
|
|
|
e(g_avg)
|
=
|
4.988023952095809
|
|
|
e(g_max)
|
=
|
10
|
|
|
e(N_c1)
|
=
|
1666
|
|
|
e(N)
|
=
|
1666
|
|
|
e(sigma_e)
|
=
|
3.006704095631982
|
|
|
e(sigma_u)
|
=
|
4.626544093357938
|
|
|
macros:
|
|
|
|
|
|
e(cmd)
|
:
|
"xttobit"
|
|
|
e (ivar)
|
:
|
"pairid"
|
|
|
e(depvar)
|
:
|
"ln_xijt_"
|
|
|
e(title)
|
:
|
"Random-effects tobit
|
regression"
|
|
e(distrib)
|
:
|
"Gaussian"
|
|
| 
