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Serial number: 501306208483
Licensed to: IDRE-UCLA
IDRE-UCLA

Notes:
1. (/v# option or -set maxvar-) 5000 maximum variables

. xtset tahun
panel variable: tahun (balanced)

. summarize gri gender age edu_l edu_m presdir inter_n nat linkedin

Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------
gri | 250 3.656 3.599652 0 13
gender | 249 .0763052 .2660206 0 1
age | 245 53.90204 5.474849 40 66
edu_l | 245 1.281633 .5710479 0 3
edu_m | 249 .9156627 .2784528 0 1
-------------+--------------------------------------------------------
presdir | 249 .3052209 .4614284 0 1
inter_n | 249 .37751 .8672213 0 5
nat | 249 .1566265 .3641803 0 1
linkedin | 249 .3293173 .4709119 0 1

Random Effects GLS Regression

. xtreg gri gender age edu_l edu_m presdir inter_n nat linkedin, re

Random-effects GLS regression Number of obs = 241

Group variable: tahun Number of groups = 9

R-sq: within = 0.3268 Obs per group: min = 26

between = 0.8967 avg = 26.8
overall = 0.3630 max = 27

Wald chi2(8) = 132.21

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

------------------------------------------------------------------------------
gri | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gender | -.2058912 .7966037 -0.26 0.796 -1.767206 1.355423
age | .0215575 .0398349 0.54 0.588 -.0565175 .0996325
edu_l | -2.055345 .3951308 -5.20 0.000 -2.829787 -1.280903
edu_m | 1.661085 .7389405 2.25 0.025 .2127879 3.109382
presdir | 1.570619 .4958115 3.17 0.002 .5988466 2.542392
inter_n | 1.461188 .5134602 2.85 0.004 .4548247 2.467552
nat | -4.126692 .9273662 -4.45 0.000 -5.944297 -2.309088
linkedin | 2.694475 .4391811 6.14 0.000 1.833696 3.555254
_cons | 2.461263 2.279677 1.08 0.280 -2.006822 6.929347
-------------+----------------------------------------------------------------
sigma_u | 0
sigma_e | 2.7664601
rho | 0 (fraction of variance due to u_i)
------------------------------------------------------------------------------
Fixed Effects Regression
. xtreg gri gender age edu_l edu_m presdir inter_n nat linkedin, fe

Fixed-effects (within) regression Number of obs = 241

Group variable: tahun Number of groups = 9

R-sq: within = 0.3339 Obs per group: min = 26

between = 0.8953 avg = 26.8
overall = 0.3550 max = 27

F(8,224) = 14.03
corr(u_i, Xb) = 0.1906 Prob > F = 0.0000

------------------------------------------------------------------------------
gri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gender | -.3534239 .7528174 -0.47 0.639 -1.836934 1.130086
age | -.0115388 .0383876 -0.30 0.764 -.0871859 .0641082
edu_l | -1.933143 .3733673 -5.18 0.000 -2.668905 -1.197382
edu_m | 1.787655 .7015471 2.55 0.011 .4051784 3.170131
presdir | 1.490589 .4694767 3.18 0.002 .5654327 2.415745
inter_n | 1.534401 .4841498 3.17 0.002 .5803297 2.488472
nat | -3.796626 .8761714 -4.33 0.000 -5.523219 -2.070033
linkedin | 1.943607 .4367146 4.45 0.000 1.083012 2.804201
_cons | 4.170426 2.182576 1.91 0.057 -.1305825 8.471434
-------------+----------------------------------------------------------------
sigma_u | 1.2426975
sigma_e | 2.7664601
rho | .16790221 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(8, 224) = 4.79 Prob > F = 0.0000

Random Effects ML Regression

. xtreg gri gender age edu_l edu_m presdir inter_n nat linkedin, mle

Fitting constant-only model:

Iteration 0: log likelihood = -649.44432
Iteration 1: log likelihood = -640.89424
Iteration 2: log likelihood = -639.8747
Iteration 3: log likelihood = -639.8316
Iteration 4: log likelihood = -639.83114
Iteration 5: log likelihood = -639.83114

Fitting full model:

Iteration 0: log likelihood = -591.37751
Iteration 1: log likelihood = -590.09051
Iteration 2: log likelihood = -590.06665
Iteration 3: log likelihood = -590.06664

Random-effects ML regression Number of obs = 241

Group variable: tahun Number of groups = 9

Random effects u_i ~ Gaussian Obs per group: min = 26

avg = 26.8
max = 27

LR chi2(8) = 99.53
Log likelihood = -590.06664 Prob > chi2 = 0.0000

------------------------------------------------------------------------------
gri | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gender | -.3172586 .7395068 -0.43 0.668 -1.766665 1.132148
age | -.0034259 .0377237 -0.09 0.928 -.077363 .0705111
edu_l | -1.962652 .3669387 -5.35 0.000 -2.681839 -1.243466
edu_m | 1.753836 .6884295 2.55 0.011 .4045386 3.103133
presdir | 1.508977 .4609497 3.27 0.001 .6055317 2.412421
 inter_n | 1.516232 .4757744 3.19 0.001 .5837315 2.448733
nat | -3.871751 .8612817 -4.50 0.000 -5.559832 -2.18367
linkedin | 2.123738 .4325039 4.91 0.000 1.276045 2.97143
_cons | 3.749708 2.171956 1.73 0.084 -.5072483 8.006664
-------------+----------------------------------------------------------------
/sigma_u | 1.011591 .3116212 .5530848 1.850198
/sigma_e | 2.719801 .1264014 2.483007 2.979177
rho | .1215249 .0670206 .0345134 .3027347
------------------------------------------------------------------------------
Likelihood-ratio test of sigma_u=0: chibar2(01)= 14.73 Prob>=chibar2 = 0.000

. xtrc gri gender age edu_l edu_m presdir inter_n nat linkedin

Random-coefficients regression Number of obs = 241

Group variable: tahun Number of groups = 9

Obs per group: min = 26

avg = 26.8
max = 27

Wald chi2(8) = 99.95

Prob > chi2 = 0.0000

------------------------------------------------------------------------------
gri | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gender | -.6671415 .8228093 -0.81 0.417 -2.279818 .945535
age | -.0323999 .0477401 -0.68 0.497 -.1259687 .061169
edu_l | -2.309847 .5749159 -4.02 0.000 -3.436662 -1.183033
edu_m | 1.924486 .8227762 2.34 0.019 .3118748 3.537098
presdir | 1.810194 .5770972 3.14 0.002 .6791047 2.941284
inter_n | .85793 .93861 0.91 0.361 -.9817118 2.697572
nat | -4.078222 1.001763 -4.07 0.000 -6.041642 -2.114801
linkedin | 2.071273 .4747798 4.36 0.000 1.140722 3.001824
_cons | 5.590149 3.033842 1.84 0.065 -.3560718 11.53637
------------------------------------------------------------------------------
Test of parameter constancy: chi2(72) = 103.17 Prob > chi2 = 0.0094

. xtgls gri gender age edu_l edu_m presdir inter_n nat linkedin, panels(iid)
corr(independent)

Cross-sectional time-series FGLS regression

Coefficients: generalized least squares

Panels: homoskedastic
Correlation: no autocorrelation

Estimated covariances = 1 Number of obs = 241

Estimated autocorrelations = 0 Number of groups = 9
Estimated coefficients = 9 Obs per group: min = 26
avg = 26.77778
max = 27
Wald chi2(8) = 137.33
Log likelihood = -597.4295 Prob > chi2 = 0.0000

------------------------------------------------------------------------------
gri | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gender | -.2058912 .7815879 -0.26 0.792 -1.737775 1.325993
age | .0215575 .039084 0.55 0.581 -.0550458 .0981608
edu_l | -2.055345 .3876827 -5.30 0.000 -2.815189 -1.295501
edu_m | 1.661085 .7250116 2.29 0.022 .2400881 3.082081
presdir | 1.570619 .4864655 3.23 0.001 .6171644 2.524074
inter_n | 1.461188 .5037815 2.90 0.004 .4737945 2.448582
nat | -4.126692 .9098855 -4.54 0.000 -5.910035 -2.34335
linkedin | 2.694475 .4309026 6.25 0.000 1.849922 3.539029
_cons | 2.461263 2.236705 1.10 0.271 -1.922599 6.845124
------------------------------------------------------------------------------