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. xtregar lndreward lnifdi lntrade lngdpp lnopen distance,re lbi
RE GLS regression with AR(1) disturbances Number of obs = 283
Group variable: cntry Number of groups = 22
R-sq: Obs per group:
within = 0.3939 min = 8
between = 0.5290 avg = 12.9
overall = 0.4355 max = 16
Wald chi2(6) = 97.86
corr(u_i, Xb) = 0 (assumed) Prob > chi2 = 0.0000
------------------- theta --------------------
min 5% median 95% max
0.1927 0.2011 0.2267 0.2362 0.2362
------------------------------------------------------------------------------
lndreward | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnifdi | -.273187 .0703108 -3.89 0.000 -.4109936 -.1353804
lntrade | .8924859 .1070727 8.34 0.000 .6826273 1.102344
lngdpp | -.1243561 .1563947 -0.80 0.427 -.4308841 .1821719
lnopen | -.1516881 .2044192 -0.74 0.458 -.5523424 .2489662
distance | -.0000257 .0000565 -0.45 0.649 -.0001364 .000085
_cons | -5.893258 1.43684 -4.10 0.000 -8.709412 -3.077103
-------------+----------------------------------------------------------------
rho_ar | .46063909 (estimated autocorrelation coefficient)
sigma_u | .3774376
sigma_e | 1.0283849
rho_fov | .11871252 (fraction of variance due to u_i)
------------------------------------------------------------------------------
modified Bhargava et al. Durbin-Watson = 1.3000746
Baltagi-Wu LBI = 1.7334914
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