How i can interpret this model? *Prob > chi2 = * *0.0000

[Eva Smith]

* Model A

. eststo A, title ("Model A"):  xtmixed Y X2 X1 time c.X2#c.time c.X1#c.time group c.group#c.X2 c.group#c.X1 c.group#c.X2#c.time c.group#c.X1#c.time || company: ,cov(un) variance mle  
estadd scalar deviance = -2*e(ll)


estadd scalar cov = tanh([atr1_1_1_2]_b[_cons]) * exp([lns1_1_1]_b[_cons]) *exp([lns1_1_2]_b[_cons])

* show table with all models in STATA results window

esttab, se nostar transform(ln*: exp(@) exp(@) at*: tanh(@) (1-tanh(@)^2)) label eqlabels("" "var(time)" "var(_cons)" "cov(time,_cons)" "var(Residual)", none) varlabels(,elist(weight:_cons "{break}{hline @width}"))  varwidth(16)

* save results in .rtf file

esttab using dj_models.rtf, replace nogap onecell se compress label eqlabels("" "var(time)" "var(_cons)" "cov(time,_cons)" "var(Residual)", none)transform(ln*: exp(2*@) 2*exp(2*@) at*: tanh(@) (1-tanh(@)^2)) stats(cov deviance aic bic, labels(Covariance Deviance AIC BIC))

. test group c.group#c.X2 c.group#c.X1 c.group#c.X2#c.time c.group#c.X1#c.time

( 1) [Y]group = 0
( 2) [Y]c.group#c.X2 = 0
( 3) [Y]c.group#c.X1 = 0
( 4) [Y]c.group#c.X2#c.time = 0
( 5) [Y]c.group#c.X1#c.time = 0

chi2( 5) = 175.81
Prob > chi2 = 0.0000

[Clyde Schechter]

The five-constraint test you show at the end is the test of all terms in the model that involve the variable group, most of those terms being interactions with other variables. In this context, that is a test of the null hypothesis that group is unrelated to the outcome Y. It is analogous to just -test group- in a model where group is not interacted with any other variables.

[Eva Smith]

Thank You!