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En ASS.
FE (within) regression with AR(1) disturbances Number
of obs = 81
Group variable: ident Number
of groups = 4
R-sq: within = 0.0768 Obs
per group: min = 17
between = 0.7577
avg = 20.3
overall = 0.0493
max = 22
F(5,72) = 1.20
corr(u_i, Xb) = -0.5123 Prob
> F = 0.3186
------------------------------------------------------------------------------
rto | Coef. Std. Err. t
P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
g | -.0466648 .4567905 -0.10 0.919
-.95726 .8639304
dext | -1.848589 2.257375 -0.82 0.416
-6.348583 2.651405
open | 18.34371 7.805812 2.35 0.022
2.783108 33.90431
inv | -.0003671 .1243332 -0.00 0.998
-.248221 .2474867
G²| .0342969 .0730226 0.47
0.640 -.1112709 .1798647
_cons | -38.69814 1.903048 -20.33 0.000
-42.49179 -34.90448
-------------+----------------------------------------------------------------
rho_ar | .94800301
sigma_u | 29.780572
sigma_e | 7.4232426
rho_fov | .94150181 (fraction of variance
because of u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(3,72) = 5.19
Prob > F = 0.0027
En ASE.
FE (within) regression with AR(1) disturbances Number
of obs = 88
Group variable: ident Number
of groups = 4
R-sq: within = 0.1171 Obs
per group: min = 22
between = 0.8720
avg = 22.0
overall = 0.4059
max = 22
F(5,79) = 2.09
corr(u_i, Xb) = 0.4748 Prob
> F = 0.0747
------------------------------------------------------------------------------
rto | Coef. Std. Err. t
P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
g | 2.02755 .9793341 2.07 0.042
.0782338 3.976865
inv | .8600264 .6481522 1.33 0.188
-.4300884 2.150141
open | 17.03263 27.02384 0.63 0.530
-36.75698 70.82224
dext | 1.495427 16.9566 0.09 0.930
-32.25584 35.24669
G² | .1745954 .1072336 1.63
0.107 -.0388478 .3880387
_cons | -80.00959 78.46784 -1.02 0.311
-236.1959 76.17673
-------------+----------------------------------------------------------------
rho_ar | .45543611
sigma_u | 12.001521
sigma_e | 25.848359
rho_fov | .17734681 (fraction of variance
because of u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(3,79) = 0.80
Prob > F = 0.4954
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