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Originally posted by Pratap Pundir
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webuse grunfeld asdoc xtreg invest mvalue kstock , fe add(Year dummies, no) nest replace cnames(FE) asdoc xtreg invest mvalue kstock i.year , re add(Year dummies, Yes) nest cnames(RE) keep(mvalue kstock )
webuse lifeexp.dta, clear asdoc anova popgrowth region
Number of obs = 68 R-squared = 0.4345 Root MSE = .710934 Adj R-squared = 0.4171 Source | Partial SS df MS F Prob > F -----------+---------------------------------------------------- Model | 25.2441263 2 12.6220631 24.97 0.0000 | region | 25.2441263 2 12.6220631 24.97 0.0000 | Residual | 32.8527857 65 .505427472 -----------+---------------------------------------------------- Total | 58.0969119 67 .867118089
Regression results
popgrowth Coef. St.Err. t-value p-value [95% Conf Interval] Sig 1b.region 0.000 . . . . . 2.region 1.168 0.218 5.35 0.000 0.732 1.604 *** 3.region 1.405 0.249 5.64 0.000 0.908 1.902 *** Constant 0.525 0.107 4.90 0.000 0.311 0.739 *** Mean dependent var 0.972 SD dependent var 0.931 R-squared 0.435 Number of obs 68.000 F-test 24.973 Prob > F 0.000 Akaike crit. (AIC) 149.508 Bayesian crit. (BIC) 156.166
sysuse auto, clear asdoc reg price mpg rep78 headroom trunk weight length turn
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