Hi,
I wanted to ask about my fixed effects panel data reg model. If F-test comes like this, is it because of limited within-variation in my model.
my reg code is: xtreg depvar c.indvar#c.var1 indvar var1 controls i.year, fe cluster(code)
Code:
Fixed-effects (within) regression Number of obs = 408
Group variable: code Number of groups = 35
R-sq: Obs per group:
within = 0.8481 min = 1
between = 0.0517 avg = 11.7
overall = 0.0836 max = 27
F(33,34) = .
corr(u_i, Xb) = -0.0895 Prob > F = .
(Std. Err. adjusted for 35 clusters in code)
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| Robust
lnvaagri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------------------+----------------------------------------------------------------
c.lntt#c.lnTop1 | -.1851019 .1041385 -1.78 0.084 -.3967368 .026533
|
GDPgrowthannualNYGDPMK | .0132982 .0130873 1.02 0.317 -.0132983 .0398947
MilitaryexpenditureofGDP | -.0631535 .0454807 -1.39 0.174 -.1555814 .0292743
FDI | .0088222 .0093383 0.94 0.351 -.0101555 .0277998
Populationages1564oftota | -.0745616 .0438588 -1.70 0.098 -.1636933 .0145702
Manufacturingvalueadde~u | .0015056 .0049307 0.31 0.762 -.0085147 .0115259
Armedforcespersonnelof~t | .0327905 .1257275 0.26 0.796 -.2227185 .2882996
lntt | -.2932767 .1676205 -1.75 0.089 -.6339225 .0473692
lnTop1 | .6766543 .5728055 1.18 0.246 -.4874265 1.840735
|
year |
1991 | .3424234 .2553916 1.34 0.189 -.1765948 .8614415
1992 | .1884407 .2802448 0.67 0.506 -.3810852 .7579666
1994 | .6193001 .2852213 2.17 0.037 .0396606 1.19894
1995 | .8311788 .3216836 2.58 0.014 .1774391 1.484919
1996 | .9796368 .3212456 3.05 0.004 .3267872 1.632486
1997 | 1.08963 .3303083 3.30 0.002 .4183626 1.760897
1998 | 1.401739 .3404516 4.12 0.000 .7098576 2.09362
1999 | 1.443863 .368264 3.92 0.000 .6954607 2.192266
2000 | 1.401343 .3474318 4.03 0.000 .695277 2.10741
2001 | 1.505188 .3405816 4.42 0.000 .8130427 2.197333
2002 | 1.59113 .3811383 4.17 0.000 .8165636 2.365696
2003 | 1.670692 .3930908 4.25 0.000 .8718349 2.469548
2004 | 1.689771 .4062681 4.16 0.000 .8641353 2.515407
2005 | 1.855223 .4249482 4.37 0.000 .9916247 2.718822
2006 | 2.069526 .4372615 4.73 0.000 1.180904 2.958148
2007 | 2.146029 .4226644 5.08 0.000 1.287072 3.004986
2008 | 2.359869 .4164261 5.67 0.000 1.513589 3.206148
2009 | 2.565442 .4224304 6.07 0.000 1.70696 3.423924
2010 | 2.671038 .4334167 6.16 0.000 1.790229 3.551847
2011 | 2.755191 .4598048 5.99 0.000 1.820755 3.689627
2012 | 2.917586 .4493767 6.49 0.000 2.004343 3.83083
2013 | 2.972358 .46013 6.46 0.000 2.037262 3.907455
2014 | 3.06354 .4511266 6.79 0.000 2.14674 3.980339
2015 | 3.079553 .4645105 6.63 0.000 2.135554 4.023552
2016 | 3.217813 .4809232 6.69 0.000 2.24046 4.195167
2017 | 3.47523 .5299741 6.56 0.000 2.398193 4.552267
|
_cons | 16.29664 2.597591 6.27 0.000 11.0177 21.57558
-------------------------+----------------------------------------------------------------
sigma_u | 3.3424041
sigma_e | .37255938
rho | .98772814 (fraction of variance due to u_i)
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