Dear All,
Here is a sample data set to illustrate my problem
My regression for subsamples (where classifier is the basis of subsampling)
How do I test the equality of coefficient. I tried
The source of above is based on Clyde Schechter excellent reply in post-https://www.statalist.org/forums/forum/general-stata-discussion/general/1480186-equality-of-coefficients-test-with-reghdfe-subsample-analysis-or-interaction-terms?p=1480267#post1480267. I tried a few more similar posts all in vain and my results based on interaction is not even close to subsample. So what did I do wrong? Can someone support me here
Here is a sample data set to illustrate my problem
Code:
clear
input float(DEP_VAR KEY_INDEP_VAR INDEP_VAR2 CLASSIFIER) int YEAR long ID float(INDEP_VAR3 INDEP_VAR4)
.4196444 .4024687 . 0 2000 2 .1149007 6.520957
.4196444 .4009704 . 0 2001 2 .24896222 6.663493
.4196444 .3998423 . 0 2002 2 .26072007 6.900324
.4196444 .4140014 . 0 2003 2 .26668724 7.151483
.4196444 .41139024 . 0 2004 2 .25815514 7.537394
.4196444 .4105872 . 0 2005 2 .1658034 7.910522
.4196444 .4080161 8.696139 0 2006 2 .27452102 8.568722
.4196444 .4055055 8.823968 0 2007 2 .2495299 8.568722
.4196444 .4028676 8.910974 0 2008 2 .27516872 8.568722
.4196444 .4002361 8.995829 0 2009 2 .23221815 8.568722
.4196444 .3967899 9.092073 0 2010 2 .21986148 8.568722
.4196444 .3946235 9.177827 0 2011 2 .17028862 8.568722
.4196444 .3935488 9.246742 0 2012 2 .20220695 8.568722
.4196444 .391612 9.314875 0 2013 2 .1909197 8.568722
.4196444 .3902445 9.380201 0 2014 2 .17756027 8.568722
.4196444 .3889025 9.442431 0 2015 2 .15742895 8.568722
.4196444 .38874185 9.502946 0 2016 2 .15947066 8.568722
.4196444 .38785505 9.564058 0 2017 2 .16643506 8.568722
.4196444 .3870677 9.624699 0 2018 2 .17196298 8.568722
.4196444 .3866235 9.678946 0 2019 2 .1627214 8.568722
.4196444 .3867989 9.69989 0 2020 2 .15263812 8.568722
.001782375 .4024687 . 1 2000 3 .4352566 4.117358
.07506486 .4009704 . 1 2001 3 .27886382 3.289281
.08015507 .3998423 . 1 2002 3 .3831359 3.460993
.11080937 .4140014 . 1 2003 3 .27745432 3.358309
.12318628 .41139024 . . 2004 3 .2706878 3.253812
.05495676 .4105872 . 0 2005 3 .17578977 2.961079
.11250882 .4080161 8.696139 0 2006 3 .11942988 3.264652
.185817 .4055055 8.823968 . 2007 3 .09715997 3.1463895
.26649624 .4028676 8.910974 . 2008 3 .0983249 3.2026124
.29137003 .4002361 8.995829 0 2009 3 .08459466 3.5195744
.2339619 .3967899 9.092073 1 2010 3 0 3.330574
.2133918 .3946235 9.177827 . 2011 3 0 3.4401
.25490505 .3935488 9.246742 1 2012 3 0 3.43285
.3379982 .391612 9.314875 0 2013 3 .090852 3.6888964
.4196444 .3902445 9.380201 . 2014 3 .08868325 3.998591
.4196444 .3889025 9.442431 0 2015 3 .10033272 4.1175566
.030795567 .38874185 9.502946 0 2016 3 0 3.472645
.05519127 .38785505 9.564058 . 2017 3 0 3.7213614
. .3870677 9.624699 . 2018 3 0 3.9333274
. .3866235 9.678946 0 2019 3 .003942816 5.369102
.003141012 .3867989 9.69989 0 2020 3 .012372442 5.479082
.08817343 .4024687 . 0 2000 4 .4714862 5.483004
.08232908 .4009704 . 0 2001 4 .3274185 5.448893
.09160918 .3998423 . 0 2002 4 .3392883 5.393401
.05861457 .4140014 . 0 2003 4 .3676925 5.371376
.10387107 .41139024 . 0 2004 4 .3055782 5.387999
.14490883 .4105872 . 0 2005 4 .3012273 5.316881
.11353124 .4080161 8.696139 1 2006 4 .2390373 5.27695
.05594482 .4055055 8.823968 0 2007 4 .20271237 5.295784
.05106938 .4028676 8.910974 0 2008 4 .08163238 5.316136
.02873014 .4002361 8.995829 0 2009 4 .09768975 5.264062
.0416321 .3967899 9.092073 0 2010 4 .0921433 5.281218
.012291734 .3946235 9.177827 0 2011 4 .0394261 5.299751
.01151117 .3935488 9.246742 0 2012 4 .0227324 5.355769
.012942152 .391612 9.314875 0 2013 4 .05889014 5.279907
.011257377 .3902445 9.380201 1 2014 4 .09329288 5.394837
.14022571 .3889025 9.442431 0 2015 4 .07126821 5.8229
.16539016 .38874185 9.502946 1 2016 4 .23762584 5.897147
.14289762 .38785505 9.564058 0 2017 4 .25934657 6.103859
.15344945 .3870677 9.624699 0 2018 4 .24311064 6.11808
.14759725 .3866235 9.678946 0 2019 4 .19974297 6.076487
.005506694 .3867989 9.69989 . 2020 4 .19937025 5.935676
.4189282 .4024687 . 0 2000 5 .27946457 6.126015
.37712145 .4009704 . 1 2001 5 .302858 6.233906
.4114297 .3998423 . 1 2002 5 .36280185 6.296311
.4196444 .4140014 . 0 2003 5 .3777492 6.172634
.3711165 .41139024 . 0 2004 5 .3274431 6.185753
.4196444 .4105872 . . 2005 5 .3055141 5.757123
.4196444 .4080161 8.696139 1 2006 5 .4111101 5.924014
.4196444 .4055055 8.823968 0 2007 5 .427788 6.638553
.4196444 .4028676 8.910974 0 2008 5 .6071155 6.766109
.4196444 .4002361 8.995829 0 2009 5 .5500529 6.971066
.4196444 .3967899 9.092073 0 2010 5 .4761737 7.170271
.4196444 .3946235 9.177827 0 2011 5 .2524227 7.187074
.4196444 .3935488 9.246742 0 2012 5 .13400272 7.313036
.4196444 .391612 9.314875 0 2013 5 .3108177 7.406482
.4196444 .3902445 9.380201 0 2014 5 .29745048 7.546591
.4196444 .3889025 9.442431 1 2015 5 .4017045 7.579047
.4196444 .38874185 9.502946 0 2016 5 .3191169 7.547992
.4196444 .38785505 9.564058 0 2017 5 .3220162 7.61064
.4196444 .3870677 9.624699 0 2018 5 .26413673 7.585197
.4196444 .3866235 9.678946 0 2019 5 .29524708 7.72386
.4196444 .3867989 9.69989 0 2020 5 .3047621 7.768736
.12951735 .4024687 . 1 2000 6 .418003 4.7449183
.3599949 .4009704 . . 2001 6 .376466 4.891608
.22343902 .3998423 . 1 2002 6 .4193791 4.934823
.191076 .4140014 . . 2003 6 .54715073 4.905567
.2988399 .41139024 . 0 2004 6 .5833143 4.84162
.20355476 .4105872 . 0 2005 6 .58209556 4.6623416
.10293768 .4080161 8.696139 . 2006 6 .5992895 4.636973
.029037526 .4055055 8.823968 0 2007 6 .6091003 4.61447
.034348644 .4028676 8.910974 0 2008 6 .6160207 4.494298
.05626638 .4002361 8.995829 . 2009 6 .4965535 3.974428
.05887687 .3967899 9.092073 0 2010 6 .14456286 3.9208505
.05325947 .3946235 9.177827 0 2011 6 .0020694498 4.05321
.023846464 .3935488 9.246742 0 2012 6 .520685 4.837115
.027485143 .391612 9.314875 0 2013 6 .3078271 4.6877933
.02552763 .3902445 9.380201 0 2014 6 .2202885 4.6981616
.032119755 .3889025 9.442431 0 2015 6 0 4.3039594
.02902087 .38874185 9.502946 0 2016 6 .01071296 4.3052044
.001782375 .38785505 9.564058 0 2017 6 .014784257 4.220066
.001782375 .3870677 9.624699 0 2018 6 0 4.0271215
.001782375 .3866235 9.678946 0 2019 6 0 4.3393836
.003908983 .3867989 9.69989 0 2020 6 0 4.022595
.025522973 .4024687 . . 2000 7 .25962606 3.552472
.0340437 .4009704 . 0 2001 7 .6901785 2.5649605
.005055512 .3998423 . 0 2002 7 .6901785 2.143764
.001782375 .4140014 . . 2003 7 .06947316 1.988455
.04273269 .41139024 . . 2004 7 .033040736 2.395206
.03188438 .4105872 . 1 2005 7 0 2.418965
.001782375 .4080161 8.696139 0 2006 7 0 2.2867687
. .4055055 8.823968 0 2007 7 0 2.3821938
. .4028676 8.910974 . 2008 7 0 2.448133
. .4002361 8.995829 0 2009 7 0 2.4539
.0019835185 .3967899 9.092073 0 2010 7 0 2.470286
.003724012 .3946235 9.177827 0 2011 7 0 2.5072925
.017431254 .3935488 9.246742 0 2012 7 0 4.590325
.015452233 .391612 9.314875 0 2013 7 0 4.63968
.012894478 .3902445 9.380201 0 2014 7 0 4.6879807
.08606582 .3889025 9.442431 . 2015 7 .032310825 6.315142
.07120861 .38874185 9.502946 0 2016 7 .06169887 7.073259
.06557298 .38785505 9.564058 0 2017 7 .11665864 7.4032
.066191815 .3870677 9.624699 0 2018 7 .13404545 7.327958
.070996754 .3866235 9.678946 0 2019 7 .2105256 7.455929
.08445104 .3867989 9.69989 0 2020 7 .3286501 7.583769
.4196444 .4024687 . 0 2000 8 .3849556 6.334149
.4196444 .4009704 . 0 2001 8 .3726082 6.192103
.4196444 .3998423 . 0 2002 8 .3943456 6.207791
.4196444 .4140014 . 0 2003 8 .40386915 6.243865
.4196444 .41139024 . 0 2004 8 .3925646 6.39773
.4196444 .4105872 . 0 2005 8 .3369155 6.406634
.4196444 .4080161 8.696139 1 2006 8 .31233305 6.559548
.3657962 .4055055 8.823968 0 2007 8 .28584546 6.683999
.3834459 .4028676 8.910974 . 2008 8 .2901247 6.793157
.28356972 .4002361 8.995829 . 2009 8 .3298718 7.002202
.416855 .3967899 9.092073 . 2010 8 .3807886 7.327249
.4196444 .3946235 9.177827 1 2011 8 .3985596 7.535055
.4196444 .3935488 9.246742 . 2012 8 .4194649 7.656405
.4080241 .391612 9.314875 . 2013 8 .403813 7.718023
.40852195 .3902445 9.380201 . 2014 8 .4055497 7.772045
.3363777 .3889025 9.442431 . 2015 8 .4460748 7.933904
.3549092 .38874185 9.502946 1 2016 8 .4425395 8.043776
.3335692 .38785505 9.564058 1 2017 8 .4367075 8.3348675
.3202611 .3870677 9.624699 1 2018 8 .376037 8.375969
.3028027 .3866235 9.678946 1 2019 8 .3951805 8.3754835
.26789102 .3867989 9.69989 1 2020 8 .3580452 8.49336
.17573717 .4024687 . 0 2000 9 .42445725 3.74948
.18327375 .4009704 . 0 2001 9 .3716353 3.570936
.13279758 .3998423 . 0 2002 9 .2183188 4.363394
.10132074 .4140014 . . 2003 9 .391231 4.6513433
.12927654 .41139024 . 1 2004 9 .2310229 4.6460023
.11958592 .4105872 . 0 2005 9 .3238026 3.77982
.1890452 .4080161 8.696139 . 2006 9 .0302392 3.442298
.10846652 .4055055 8.823968 . 2007 9 .02312642 3.6674495
.28170723 .4028676 8.910974 . 2008 9 .030944005 3.388571
.3072265 .4002361 8.995829 . 2009 9 .06189213 3.525388
.3236015 .3967899 9.092073 . 2010 9 .06974505 3.471983
.28974172 .3946235 9.177827 . 2011 9 .070614636 3.632316
.3024914 .3935488 9.246742 0 2012 9 .10134297 3.6503286
.2761881 .391612 9.314875 0 2013 9 .03239963 5.134496
.17067836 .3902445 9.380201 . 2014 9 .067145936 4.86458
.2777974 .3889025 9.442431 0 2015 9 .3614368 6.680942
.3698736 .38874185 9.502946 0 2016 9 .3145411 6.552244
.4196444 .38785505 9.564058 0 2017 9 .2627067 6.168047
.3769039 .3870677 9.624699 0 2018 9 .09294917 6.165583
.3556239 .3866235 9.678946 0 2019 9 .05870803 6.423991
.05760797 .3867989 9.69989 0 2020 9 .005036425 6.29673
.4196444 .4024687 . 1 2000 10 .3803921 5.775288
.4196444 .4009704 . 1 2001 10 .4027527 5.689853
.4196444 .3998423 . 0 2002 10 .3976256 5.752839
.4196444 .4140014 . 0 2003 10 .39306965 5.685172
.4196444 .41139024 . 0 2004 10 .2848452 5.62852
.4196444 .4105872 . 0 2005 10 .25784853 5.403455
.4196444 .4080161 8.696139 0 2006 10 .27958253 5.349886
.4196444 .4055055 8.823968 0 2007 10 .3784288 5.553452
.4196444 .4028676 8.910974 0 2008 10 .3871575 5.734617
.4196444 .4002361 8.995829 0 2009 10 .2340799 6.028867
.4196444 .3967899 9.092073 0 2010 10 .16234614 6.091482
.4196444 .3946235 9.177827 0 2011 10 .236366 6.320826
.4196444 .3935488 9.246742 0 2012 10 .09839168 6.466332
.4196444 .391612 9.314875 0 2013 10 .12476677 6.46118
.4196444 .3902445 9.380201 0 2014 10 .07277682 6.439147
.4196444 .3889025 9.442431 0 2015 10 .06257949 6.514164
.3885663 .38874185 9.502946 0 2016 10 0 6.865293
.3431408 .38785505 9.564058 0 2017 10 0 6.720148
.20304494 .3870677 9.624699 0 2018 10 .0001718153 6.741126
.4196444 .3866235 9.678946 0 2019 10 .23337205 7.344313
.4196444 .3867989 9.69989 0 2020 10 .331839 7.534153
.16257946 .4024687 . . 2000 11 .18689553 5.832678
.14591911 .4009704 . 1 2001 11 .16285786 5.78719
.12345189 .3998423 . 1 2002 11 .2114108 5.887971
.09972193 .4140014 . 1 2003 11 .28243545 6.051654
.06350448 .41139024 . 1 2004 11 .38774875 6.350501
.05629202 .4105872 . 1 2005 11 .4127877 6.528805
.04747233 .4080161 8.696139 1 2006 11 .4567783 6.765631
.03846465 .4055055 8.823968 1 2007 11 .3720535 7.053907
.03138966 .4028676 8.910974 1 2008 11 .41565245 7.327031
.034022275 .4002361 8.995829 1 2009 11 .3437329 7.377018
.03839217 .3967899 9.092073 1 2010 11 .3125515 7.545497
.031392172 .3946235 9.177827 1 2011 11 .3208515 7.79481
.025620727 .3935488 9.246742 1 2012 11 .3523318 7.741124
.025113605 .391612 9.314875 1 2013 11 .27342692 7.82038
.02584227 .3902445 9.380201 1 2014 11 .29526785 7.798272
.02262329 .3889025 9.442431 1 2015 11 .3656212 7.777338
.02813913 .38874185 9.502946 1 2016 11 .38316625 7.802012
.035111096 .38785505 9.564058 1 2017 11 .34956875 8.007193
.03139753 .3870677 9.624699 . 2018 11 .3118744 7.930224
.04463003 .3866235 9.678946 . 2019 11 .28602308 7.868807
.04558297 .3867989 9.69989 1 2020 11 .23891816 7.91596
.04633692 .4024687 . 0 2000 12 .4220351 3.624404
.4196444 .4009704 . 0 2001 12 .4500419 4.428351
.4196444 .3998423 . 0 2002 12 .4607552 4.4297166
.4196444 .4140014 . 0 2003 12 .4883931 4.643445
.4196444 .41139024 . 0 2004 12 .3641308 4.948911
.4196444 .4105872 . 0 2005 12 .19969048 4.821373
.4196444 .4080161 8.696139 0 2006 12 .42810845 4.880197
.4196444 .4055055 8.823968 0 2007 12 .50318766 5.02099
.4196444 .4028676 8.910974 0 2008 12 .5110297 5.498688
.4196444 .4002361 8.995829 0 2009 12 .3267261 5.54003
.4196444 .3967899 9.092073 0 2010 12 .29564297 5.485782
.4196444 .3946235 9.177827 0 2011 12 .3878596 5.658611
.4196444 .3935488 9.246742 0 2012 12 .3464485 5.781709
.4196444 .391612 9.314875 0 2013 12 .3117214 5.745099
.4196444 .3902445 9.380201 0 2014 12 .43813875 5.887481
.4196444 .3889025 9.442431 0 2015 12 .4008265 5.812134
.4196444 .38874185 9.502946 0 2016 12 .3308759 5.597998
.4196444 .38785505 9.564058 0 2017 12 .07524814 5.459126
.4196444 .3870677 9.624699 0 2018 12 .04694226 5.630682
.4196444 .3866235 9.678946 0 2019 12 .032955352 5.646551
.4196444 .3867989 9.69989 0 2020 12 .05136236 5.921523
.4196444 .4024687 . 1 2000 13 .437444 7.103093
.4017219 .4009704 . . 2001 13 .3397913 6.770033
.37165365 .3998423 . 1 2002 13 .29514235 6.741026
.33229885 .4140014 . . 2003 13 .39552975 7.059959
.3770875 .41139024 . 0 2004 13 .41941425 7.055874
.3796169 .4105872 . 0 2005 13 .3695195 7.030344
.3615903 .4080161 8.696139 0 2006 13 .4149515 7.150591
.3163007 .4055055 8.823968 . 2007 13 .3704904 7.147031
.26934403 .4028676 8.910974 0 2008 13 .3799973 7.340549
.2842429 .4002361 8.995829 . 2009 13 .4167657 7.594751
.25327224 .3967899 9.092073 . 2010 13 .51765305 7.823554
.2013406 .3946235 9.177827 . 2011 13 .488953 7.89587
.245086 .3935488 9.246742 0 2012 13 .4536096 7.885529
.2275681 .391612 9.314875 . 2013 13 .3689959 7.8635
.2326928 .3902445 9.380201 . 2014 13 .4180498 7.902614
.2022766 .3889025 9.442431 0 2015 13 .3983751 7.693952
.2486449 .38874185 9.502946 0 2016 13 .434764 7.817435
.19909233 .38785505 9.564058 0 2017 13 .3335799 8.194481
.16636637 .3870677 9.624699 0 2018 13 .4775562 8.475845
end
Code:
. reghdfe DEP_VAR KEY_INDEP_VAR INDEP_VAR2 INDEP_VAR3 INDEP_VAR4 if CLASSIFIER==1,absorb (ID YEAR) cluster(ID YEAR > ) (dropped 6 singleton observations) (MWFE estimator converged in 6 iterations) note: KEY_INDEP_VAR is probably collinear with the fixed effects (all partialled-out values are close to zero; tol > = 1.0e-09) note: INDEP_VAR2 is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = > 1.0e-09) Warning: VCV matrix was non-positive semi-definite; adjustment from Cameron, Gelbach & Miller applied. HDFE Linear regression Number of obs = 21 Absorbing 2 HDFE groups F( 2, 4) = 1.54 Statistics robust to heteroskedasticity Prob > F = 0.3198 R-squared = 0.9732 Adj R-squared = 0.8929 Number of clusters (ID) = 5 Within R-sq. = 0.1309 Number of clusters (YEAR) = 9 Root MSE = 0.0531 (Std. err. adjusted for 5 clusters in ID YEAR) ------------------------------------------------------------------------------- | Robust DEP_VAR | Coefficient std. err. t P>|t| [95% conf. interval] --------------+---------------------------------------------------------------- KEY_INDEP_VAR | 0 (omitted) INDEP_VAR2 | 0 (omitted) INDEP_VAR3 | -.2292339 .1771522 -1.29 0.265 -.7210871 .2626193 INDEP_VAR4 | -.0185086 .0620067 -0.30 0.780 -.1906667 .1536494 _cons | .3745461 .4009051 0.93 0.403 -.7385448 1.487637 ------------------------------------------------------------------------------- Absorbed degrees of freedom: -----------------------------------------------------+ Absorbed FE | Categories - Redundant = Num. Coefs | -------------+---------------------------------------| ID | 5 5 0 *| YEAR | 9 9 0 *| -----------------------------------------------------+ * = FE nested within cluster; treated as redundant for DoF computation
Code:
reghdfe DEP_VAR KEY_INDEP_VAR INDEP_VAR2 INDEP_VAR3 INDEP_VAR4 if CLASSIFIER==0,absorb (ID YEAR) cluster(ID YEAR > ) (dropped 1 singleton observations) (MWFE estimator converged in 7 iterations) note: KEY_INDEP_VAR is probably collinear with the fixed effects (all partialled-out values are close to zero; tol > = 1.0e-09) note: INDEP_VAR2 is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = > 1.0e-09) Warning: VCV matrix was non-positive semi-definite; adjustment from Cameron, Gelbach & Miller applied. HDFE Linear regression Number of obs = 114 Absorbing 2 HDFE groups F( 2, 9) = 3.58 Statistics robust to heteroskedasticity Prob > F = 0.0719 R-squared = 0.9126 Adj R-squared = 0.8864 Number of clusters (ID) = 10 Within R-sq. = 0.0799 Number of clusters (YEAR) = 15 Root MSE = 0.0586 (Std. err. adjusted for 10 clusters in ID YEAR) ------------------------------------------------------------------------------- | Robust DEP_VAR | Coefficient std. err. t P>|t| [95% conf. interval] --------------+---------------------------------------------------------------- KEY_INDEP_VAR | 0 (omitted) INDEP_VAR2 | 0 (omitted) INDEP_VAR3 | .118895 .0813685 1.46 0.178 -.0651734 .3029634 INDEP_VAR4 | .0050003 .0101176 0.49 0.633 -.0178873 .0278878 _cons | .2150775 .0517016 4.16 0.002 .0981203 .3320346 ------------------------------------------------------------------------------- Absorbed degrees of freedom: -----------------------------------------------------+ Absorbed FE | Categories - Redundant = Num. Coefs | -------------+---------------------------------------| ID | 10 10 0 *| YEAR | 15 15 0 *| -----------------------------------------------------+ * = FE nested within cluster; treated as redundant for DoF computation
How do I test the equality of coefficient. I tried
Code:
reghdfe DEP_VAR i.CLASSIFIER##c.KEY_INDEP_VAR i.CLASSIFIER##c.INDEP_VAR2 i.CLASSIFIER##c.INDEP_VAR3 i.CLASSIFIER##c.INDEP_VAR4 , absorb(ID YEAR) cluster(ID YEAR)
(MWFE estimator converged in 7 iterations)
note: KEY_INDEP_VAR is probably collinear with the fixed effects (all partialled-out values are close to zero; tol
> = 1.0e-09)
note: INDEP_VAR2 is probably collinear with the fixed effects (all partialled-out values are close to zero; tol =
> 1.0e-09)
Warning: VCV matrix was non-positive semi-definite; adjustment from Cameron, Gelbach & Miller applied.
warning: missing F statistic; dropped variables due to collinearity or too few clusters
HDFE Linear regression Number of obs = 142
Absorbing 2 HDFE groups F( 7, 11) = .
Statistics robust to heteroskedasticity Prob > F = .
R-squared = 0.9243
Adj R-squared = 0.9011
Number of clusters (ID) = 12 Within R-sq. = 0.1006
Number of clusters (YEAR) = 15 Root MSE = 0.0550
(Std. err. adjusted for 12 clusters in ID YEAR)
--------------------------------------------------------------------------------------------
| Robust
DEP_VAR | Coefficient std. err. t P>|t| [95% conf. interval]
---------------------------+----------------------------------------------------------------
1.CLASSIFIER | -1.745365 6.060437 -0.29 0.779 -15.0843 11.59357
KEY_INDEP_VAR | 0 (omitted)
|
CLASSIFIER#c.KEY_INDEP_VAR |
1 | 3.499729 9.788516 0.36 0.727 -18.04465 25.04411
|
INDEP_VAR2 | 0 (omitted)
|
CLASSIFIER#c.INDEP_VAR2 |
1 | .053511 .2416144 0.22 0.829 -.4782787 .5853006
|
INDEP_VAR3 | .1223725 .0815676 1.50 0.162 -.0571565 .3019016
|
CLASSIFIER#c.INDEP_VAR3 |
1 | -.1000779 .1821596 -0.55 0.594 -.5010084 .3008526
|
INDEP_VAR4 | .0043943 .0104287 0.42 0.682 -.0185591 .0273477
|
CLASSIFIER#c.INDEP_VAR4 |
1 | -.0177442 .0209805 -0.85 0.416 -.0639219 .0284336
|
_cons | .200541 .0561075 3.57 0.004 .0770493 .3240328
--------------------------------------------------------------------------------------------
Absorbed degrees of freedom:
-----------------------------------------------------+
Absorbed FE | Categories - Redundant = Num. Coefs |
-------------+---------------------------------------|
ID | 12 12 0 *|
YEAR | 15 15 0 *|
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
.
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