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  • testing 1 2 1 2

    Code:
     
    . xtreg gini_disp kofgi educ urbanpop ln_gdppc ln_gdppc2, fe rob
    Fixed-effects (within) regression Number of obs = 3,299
    Group variable: countrycode Number of groups = 144
    R-sq: Obs per group:
    within = 0.0435 min = 1
    between = 0.0942 avg = 22.9
    overall = 0.0708 max = 46
    F(5,143) = 1.49
    corr(u_i, Xb) = 0.1196 Prob > F = 0.1970
    (Std. Err. adjusted for 144 clusters in countrycode)
    Robust
    gini_disp Coef. Std. Err. t P>t [95% Conf. Interval]
    kofgi .0707516 .0366188 1.93 0.055 -.0016324 .1431357
    educ -.4209632 .4295601 -0.98 0.329 -1.270071 .428145
    urbanpop -.0315681 .0603291 -0.52 0.602 -.1508202 .087684
    ln_gdppc 2.531182 1.701013 1.49 0.139 -.8311967 5.89356
    ln_gdppc2 -.1672039 .1138757 -1.47 0.144 -.3923011 .0578933
    _cons 32.86099 6.423867 5.12 0.000 20.16299 45.559
    sigma_u 7.3176726
    sigma_e 1.6159013
    rho .95350496 (fraction of variance due to u_i)
    . xtreg gini_disp kofgi educ urbanpop ln_gdppc ln_gdppc2, re rob
    Random-effects GLS regression Number of obs = 3,299
    Group variable: countrycode Number of groups = 144
    R-sq: Obs per group:
    within = 0.0434 min = 1
    between = 0.0969 avg = 22.9
    overall = 0.0746 max = 46
    Wald chi2(5) = 8.06
    corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.1531
    (Std. Err. adjusted for 144 clusters in countrycode)
    Robust
    gini_disp Coef. Std. Err. z P>z [95% Conf. Interval]
    kofgi .0727676 .0350403 2.08 0.038 .0040899 .1414453
    educ -.4612618 .3936158 -1.17 0.241 -1.232735 .310211
    urbanpop -.0306938 .0558209 -0.55 0.582 -.1401006 .0787131
    ln_gdppc 2.541403 1.69703 1.50 0.134 -.7847153 5.867521
    ln_gdppc2 -.1656411 .1133269 -1.46 0.144 -.3877578 .0564757
    _cons 32.06784 6.391649 5.02 0.000 19.54044 44.59524
    sigma_u 7.0196948
    sigma_e 1.6159013
    rho .94967672 (fraction of variance due to u_i)

  • #2
    Code:
    . xtreg gini_disp kofgi educ urbanpop ln_gdppc ln_gdppc2, fe rob
    
    Fixed-effects (within) regression               Number of obs     =      3,299
    Group variable: countrycode                     Number of groups  =        144
    
    R-sq:                                           Obs per group:
         within  = 0.0435                                         min =          1
         between = 0.0942                                         avg =       22.9
         overall = 0.0708                                         max =         46
    
                                                    F(5,143)          =       1.49
    corr(u_i, Xb)  = 0.1196                         Prob > F          =     0.1970
    
                              (Std. Err. adjusted for 144 clusters in countrycode)
    ------------------------------------------------------------------------------
                 |               Robust
       gini_disp |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
    -------------+----------------------------------------------------------------
           kofgi |   .0707516   .0366188     1.93   0.055    -.0016324    .1431357
            educ |  -.4209632   .4295601    -0.98   0.329    -1.270071     .428145
        urbanpop |  -.0315681   .0603291    -0.52   0.602    -.1508202     .087684
        ln_gdppc |   2.531182   1.701013     1.49   0.139    -.8311967     5.89356
       ln_gdppc2 |  -.1672039   .1138757    -1.47   0.144    -.3923011    .0578933
           _cons |   32.86099   6.423867     5.12   0.000     20.16299      45.559
    -------------+----------------------------------------------------------------
         sigma_u |  7.3176726
         sigma_e |  1.6159013
             rho |  .95350496   (fraction of variance due to u_i)
    ------------------------------------------------------------------------------
    
    . xtreg gini_disp kofgi educ urbanpop ln_gdppc ln_gdppc2, re rob
    
    Random-effects GLS regression                   Number of obs     =      3,299
    Group variable: countrycode                     Number of groups  =        144
    
    R-sq:                                           Obs per group:
         within  = 0.0434                                         min =          1
         between = 0.0969                                         avg =       22.9
         overall = 0.0746                                         max =         46
    
                                                    Wald chi2(5)      =       8.06
    corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.1531
    
                              (Std. Err. adjusted for 144 clusters in countrycode)
    ------------------------------------------------------------------------------
                 |               Robust
       gini_disp |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -------------+----------------------------------------------------------------
           kofgi |   .0727676   .0350403     2.08   0.038     .0040899    .1414453
            educ |  -.4612618   .3936158    -1.17   0.241    -1.232735     .310211
        urbanpop |  -.0306938   .0558209    -0.55   0.582    -.1401006    .0787131
        ln_gdppc |   2.541403    1.69703     1.50   0.134    -.7847153    5.867521
       ln_gdppc2 |  -.1656411   .1133269    -1.46   0.144    -.3877578    .0564757
           _cons |   32.06784   6.391649     5.02   0.000     19.54044    44.59524
    -------------+----------------------------------------------------------------
         sigma_u |  7.0196948
         sigma_e |  1.6159013
             rho |  .94967672   (fraction of variance due to u_i)
    ------------------------------------------------------------------------------

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