And should I test for Normality, Heterogeneity and Multicollinearity before presenting resultsnof the pooled OLS model ? Is it obligatory to report it in my thesis ?
many thanks
Jihad
many thanks
Jihad
Linear regression Number of obs = 139 F(6, 27) = 2.15 Prob > F = 0.0803 R-squared = 0.6649 Root MSE = .43165 (Std. Err. adjusted for 28 clusters in Companyscode) ------------------------------------------------------------------------------ | Robust ROA | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- 1.CSR | .1158301 .0642641 1.80 0.083 -.0160289 .2476891 Risk | .6491344 .3023649 2.15 0.041 .0287329 1.269536 Size | -.1009088 .0477627 -2.11 0.044 -.1989097 -.0029079 | Industry | 1 | -.192214 .0868874 -2.21 0.036 -.3704923 -.0139358 3 | -.1182151 .1022348 -1.16 0.258 -.3279836 .0915534 4 | -.1268181 .083513 -1.52 0.141 -.2981726 .0445364 | _cons | 1.028692 .442875 2.32 0.028 .1199876 1.937396 ------------------------------------------------------------------------------ . estat ovtest Ramsey RESET test using powers of the fitted values of ROA Ho: model has no omitted variables F(3, 129) = 873.56 Prob > F = 0.0000 . estat vif Variable | VIF 1/VIF -------------+---------------------- 1.CSR | 1.04 0.965412 Risk | 1.04 0.964214 Size | 2.09 0.478117 Industry | 1 | 2.05 0.487958 3 | 3.72 0.268542 4 | 1.99 0.503174 -------------+---------------------- Mean VIF | 1.99 .
reg ROA i.CSR Risk c.Size##c.Size ib2.Industry,vce(cluster Companyscode)
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