Number of obs: 200
Number of par: 3
Var residuals: 15948.058
Standard Prob
Variable Estimate Error t-value >|t|
-------------------------------------------------------
X_1 -48.029738 15.072676 -3.186543 0.002
X_2 0.105085 0.007984 13.162253 0.000
X_3 0.305366 0.030530 10.002303 0.000
-------------------------------------------------------
LM-tests for pooled model:
One-way effect (cross): 907.6441
Prob Chi^2 (df=1): 0.0000
One-way effect (time): 3.0787
Prob Chi^2 (df=1): 0.0793
Two-way effects model : 910.7228
Prob Chi^2 (df=2): 0.0000
Groupwise heterosked. : 93.2596
Prob Chi^2 (df=n): 0.0000
+---------------------------------------------------------+
| FIXED-EFFECTS MODEL |
+---------------------------------------------------------+
---------------- within regression (LSDV) -----------------
Number of obs: 200
Number of par: 2
Var residuals: 4726.473
Standard Prob
Variable Estimate Error t-value >|t|
-------------------------------------------------------
X_1 0.105980 0.011177 9.482220 0.000
X_2 0.346660 0.016993 20.399662 0.000
-------------------------------------------------------
--- fixed effects ---
Individual Estimate
---------------------
Overall -62.594394
I_1 -13.472354
I_2 33.220813
I_3 -179.576371
I_4 4.694980
I_5 155.132931
I_6 -13.472354
I_7 33.220813
I_8 -179.576371
I_9 4.694980
I_10 155.132931
---------------------
F-test for no fixed effects: 52.9686
Prob F(9,188): 0.0000
------------------- between regression --------------------
Number of obs: 10
Number of par: 3
Var residuals: 6394.884
Standard Prob
Variable Estimate Error t-value >|t|
-------------------------------------------------------
X_1 -2.070225 46.360189 -0.044655 0.966
X_2 0.378152 0.087371 4.328096 0.003
X_3 -1.529785 0.570361 -2.682133 0.031
-------------------------------------------------------
+---------------------------------------------------------+
| RANDOM-EFFECTS MODEL |
+---------------------------------------------------------+
------------------- slope coefficients --------------------
Alpha : 0.808
Theta : 0.037
Var[U_it] : 4726.473
Var[A_i] : 6158.560
Number of obs: 200
Number of par: 3
Var residuals: 16152.225
Standard Prob
Variable Estimate Error t-value >|t|
-------------------------------------------------------
X_1 -58.997210 31.508883 -1.872399 0.063
X_2 0.104297 0.010074 10.353435 0.000
X_3 0.345494 0.017320 19.947240 0.000
-------------------------------------------------------
--- random effects---
Individual Estimate
---------------------
Overall -58.997210
I_1 -8.687588
I_2 29.788367
I_3 -172.809177
I_4 2.240616
I_5 149.467782
I_6 -8.687588
I_7 29.788367
I_8 -172.809177
I_9 2.240616
I_10 149.467782
---------------------
Hausman test H0: RE vs. FE: 10.9708
Prob Chi^2 (df=2): 0.0041