hello everyone, i want to run my data panel model with robust estimation because the assumption of normality is violated, I have run the code below
"xtrobreg mm pop_y_nonhidro x19 x1 x12 x4 x47 x53, usave"
with the result
converting data ... done
preparing data for subsampling ... done
enumerating 20 candidates 0%....20%....40%....60%....80%....100%
refining 5 best candidates ..... done
iterating RLS ........... done
computing standard errors ... done
Pairwise-differences MM regression (85% efficiency)
Number of obs = 176
Wald chi2(6) = 22.96
Prob > chi2 = 0.0008
Breakdown point = 50
M-estimate: k = 3.4436898
S-estimate: k = 1.547645
Scale = 3.791e-07
Group variable: Kode Number of groups = 8
Time variable: Tahun Group size: min = 22
avg = 22
max = 22
(Std. err. adjusted for 8 clusters in Kode)
------------------------------------------------------------------------------
| Robust
pop_y_nonh~o | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
x19 | 1.07e-09 1.49e-08 0.07 0.944 -3.41e-08 3.62e-08
x1 | -1.04e-08 6.01e-09 -1.73 0.126 -2.46e-08 3.79e-09
x12 | -4.29e-09 4.36e-09 -0.98 0.358 -1.46e-08 6.02e-09
x4 | 3.55e-11 9.86e-12 3.60 0.009 1.22e-11 5.88e-11
x47 | 3.04e-07 1.76e-07 1.73 0.128 -1.12e-07 7.19e-07
x53 | 2.38e-07 1.28e-07 1.87 0.104 -6.37e-08 5.40e-07
------------------------------------------------------------------------------
Hausman test of MM against S: chi2(6) = 15.83801 Prob > chi2 = 0.0147
I have some questions:
1. Is the syntax & the steps that I did correct?
2. How I defined this is FEM/CEM/REM model?
3. How can I display the ui for FEM, F test, R2?
4. Can I custom the efficiency?
sorry, I'm still newbie in stata
"xtrobreg mm pop_y_nonhidro x19 x1 x12 x4 x47 x53, usave"
with the result
converting data ... done
preparing data for subsampling ... done
enumerating 20 candidates 0%....20%....40%....60%....80%....100%
refining 5 best candidates ..... done
iterating RLS ........... done
computing standard errors ... done
Pairwise-differences MM regression (85% efficiency)
Number of obs = 176
Wald chi2(6) = 22.96
Prob > chi2 = 0.0008
Breakdown point = 50
M-estimate: k = 3.4436898
S-estimate: k = 1.547645
Scale = 3.791e-07
Group variable: Kode Number of groups = 8
Time variable: Tahun Group size: min = 22
avg = 22
max = 22
(Std. err. adjusted for 8 clusters in Kode)
------------------------------------------------------------------------------
| Robust
pop_y_nonh~o | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
x19 | 1.07e-09 1.49e-08 0.07 0.944 -3.41e-08 3.62e-08
x1 | -1.04e-08 6.01e-09 -1.73 0.126 -2.46e-08 3.79e-09
x12 | -4.29e-09 4.36e-09 -0.98 0.358 -1.46e-08 6.02e-09
x4 | 3.55e-11 9.86e-12 3.60 0.009 1.22e-11 5.88e-11
x47 | 3.04e-07 1.76e-07 1.73 0.128 -1.12e-07 7.19e-07
x53 | 2.38e-07 1.28e-07 1.87 0.104 -6.37e-08 5.40e-07
------------------------------------------------------------------------------
Hausman test of MM against S: chi2(6) = 15.83801 Prob > chi2 = 0.0147
I have some questions:
1. Is the syntax & the steps that I did correct?
2. How I defined this is FEM/CEM/REM model?
3. How can I display the ui for FEM, F test, R2?
4. Can I custom the efficiency?
sorry, I'm still newbie in stata
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