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  • Xtreg Cta1 Foreign1 Foreign2 Foreign3 Polcon Fsize Profit Lev Capint, Re Xttest0

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    anjrot2016
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    This document contains Stata commands to analyze a panel dataset. It performs descriptive statistics, tests for outliers and normality, estimates fixed effects, random effects and common effects models, and conducts various post-estimation tests including Chow, Hausman, Lagrange multiplier, multicollinearity, heteroskedasticity, autocorrelation and normality. The purpose is to identify the best model specification and check assumptions for a regression of cta1 on several other variables.

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    mantap buat catetan

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    Command Stata12

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    This document contains Stata commands to analyze a panel dataset. It performs descriptive statistics, tests for outliers and normality, estimates fixed effects, random effects and common effects models, and conducts various post-estimation tests including Chow, Hausman, Lagrange multiplier, multicollinearity, heteroskedasticity, autocorrelation and normality. The purpose is to identify the best model specification and check assumptions for a regression of cta1 on several other variables.

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    32 views2 pages

    Xtreg Cta1 Foreign1 Foreign2 Foreign3 Polcon Fsize Profit Lev Capint, Re Xttest0

    Uploaded by

    anjrot2016
    This document contains Stata commands to analyze a panel dataset. It performs descriptive statistics, tests for outliers and normality, estimates fixed effects, random effects and common effects models, and conducts various post-estimation tests including Chow, Hausman, Lagrange multiplier, multicollinearity, heteroskedasticity, autocorrelation and normality. The purpose is to identify the best model specification and check assumptions for a regression of cta1 on several other variables.

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    © All Rights Reserved
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    of 2

    COMMAND STATA12

    cta1 cta2 cta3 cta4 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    cta2 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    cta3 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    cta4 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Set data panel


    tsset id thn, yearly

    Statistic descriptive
    xtsum cta1 cta2 cta3 cta4 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Outlier:
    extremes cta1 cta2 cta3 cta4 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Winsor:?

    Model CE:
    reg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Model FE:
    xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint, fe

    Model RE:
    xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Uji Chow: liat prob di hasil Model FE, kalo di bawah 0,05 pake FE, kalo di atas 0,05 pake CE.

    Uji Hausmann:
    quietly xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint, fe
    estimates store fe
    quietly xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint, re
    estimates store re
    hausman fe re

    Uji Lagrange Multiplier


    xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint, re
    xttest0

    Uji Multikol (ada 2 uji)


    1. corr cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    2. xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint FE,RE
    vif, uncentered
    3. reg cta3 foreign1 foreign2 foreign3 polcon fsize profit lev capint CE
    vif

    Uji Heteroskedastisitas FE
    xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint, fe
    xttest3

    Uji Heteroskedastisitas CE
    quietly reg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    hettest

    Uji Autokol FE RE
    xtreg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    xtserial cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Uji Autokol CE
    reg cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    xtserial cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint

    Uji normalitas ada 3 uji


    1. swilk cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    2. sfrancia cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint
    3. sktest cta1 foreign1 foreign2 foreign3 polcon fsize profit lev capint

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