Code:
xtreg roa npl stdta de ltdr avinf_npl avinf_stdta avinf_de avinf_ltdr, re vce(robust)
Random-effects GLS regression Number of obs = 80
Group variable: id Number of groups = 8
R-sq: within = 0.6739 Obs per group: min = 10
between = 0.5108 avg = 10.0
overall = 0.6129 max = 10
Wald chi2(7) = .
corr(u_i, X) = 0 (assumed) Prob > chi2 = .
(Std. Err. adjusted for 8 clusters in id)
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| Robust
roa | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
npl | -.2263572 .0303436 -7.46 0.000 -.2858296 -.1668848
stdta | .1056417 .035604 2.97 0.003 .0358592 .1754242
de | -.8938725 .3424584 -2.61 0.009 -1.565079 -.2226665
ltdr | -.0258621 .0233812 -1.11 0.269 -.0716884 .0199641
avinf_npl | .0141532 .0024576 5.76 0.000 .0093365 .0189699
avinf_stdta | -.0106536 .0021378 -4.98 0.000 -.0148436 -.0064636
avinf_de | .0718727 .0279978 2.57 0.010 .016998 .1267474
avinf_ltdr | .0012853 .0011808 1.09 0.276 -.0010289 .0035996
_cons | 3.839852 1.845138 2.08 0.037 .2234476 7.456256
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | .85396652
rho | 0 (fraction of variance due to u_i)
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Comment