Panel ch13ex1 Thursday November 3 16:05:09 2022 Page 1

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Statistics/Data Analysis

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___/ / /___/ / /___/ 16.0 Copyright 1985-2019 StataCorp LLC
Statistics/Data Analysis StataCorp
4905 Lakeway Drive
MP - Parallel Edition College Station, Texas 77845 USA
800-STATA-PC http://www.stata.com
979-696-4600 stata@stata.com
979-696-4601 (fax)

Single-user 2-core Stata perpetual license:

Serial number: 501606203204
Licensed to: Juan Palomino
Juan Palomino

Notes:
1. Unicode is supported; see help unicode_advice.
2. More than 2 billion observations are allowed; see help obs_advice.
3. Maximum number of variables is set to 5000; see help set_maxvar.
4. New update available; type -update all-

1 . import excel "C:\Users\acer\Desktop\Mr hefnaoui\td_classe_variation_panel.xlsx", sheet("Feuil2") firstrow

(4 vars, 40 obs)

2 . browse

3 . reg yit xit

variable yit not found
r(111);

4 . reg Yit Xit

Source SS df MS Number of obs = 40

F(1, 38) = 95.21
Model 4607.44537 1 4607.44537 Prob > F = 0.0000
Residual 1838.98022 38 48.3942164 R-squared = 0.7147
Adj R-squared = 0.7072
Total 6446.42559 39 165.292964 Root MSE = 6.9566

Yit Coef. Std. Err. t P>|t| [95% Conf. Interval]

Xit 1.131589 .1159726 9.76 0.000 .8968151 1.366364

_cons 7.385193 3.502893 2.11 0.042 .2939576 14.47643

5 . tabulate i

i Freq. Percent Cum.

1 10 25.00 25.00
2 10 25.00 50.00
3 10 25.00 75.00
4 10 25.00 100.00

Total 40 100.00

6 . tabulate i,generate (ind)

i Freq. Percent Cum.

1 10 25.00 25.00
2 10 25.00 50.00
3 10 25.00 75.00
4 10 25.00 100.00

Total 40 100.00
 Panel ch13ex1 Thursday November 3 16:05:09 2022 Page 2

7 . tabulate i,generate(z)

i Freq. Percent Cum.

1 10 25.00 25.00
2 10 25.00 50.00
3 10 25.00 75.00
4 10 25.00 100.00

Total 40 100.00

8 . browse

9 . reg Yit Xit z1 z2 z3 z4,noconst

Source SS df MS Number of obs = 40

F(5, 35) = 988.87
Model 69429.629 5 13885.9258 Prob > F = 0.0000
Residual 491.478967 35 14.0422562 R-squared = 0.9930
Adj R-squared = 0.9920
Total 69921.108 40 1748.0277 Root MSE = 3.7473

Yit Coef. Std. Err. t P>|t| [95% Conf. Interval]

Xit 1.119029 .0635699 17.60 0.000 .989975 1.248082

z1 2.31501 2.278082 1.02 0.317 -2.309744 6.939763
z2 10.10964 2.230549 4.53 0.000 5.581381 14.63789
z3 2.385445 2.031037 1.17 0.248 -1.737779 6.508669
z4 16.17149 2.160928 7.48 0.000 11.78458 20.55841

10 . reg Yit Xit z2 z3 z4

Source SS df MS Number of obs = 40

F(4, 35) = 106.02
Model 5954.94662 4 1488.73666 Prob > F = 0.0000
Residual 491.478967 35 14.0422562 R-squared = 0.9238
Adj R-squared = 0.9150
Total 6446.42559 39 165.292964 Root MSE = 3.7473

Yit Coef. Std. Err. t P>|t| [95% Conf. Interval]

Xit 1.119029 .0635699 17.60 0.000 .989975 1.248082

z2 7.794626 1.676775 4.65 0.000 4.390592 11.19866
z3 .0704354 1.701802 0.04 0.967 -3.384407 3.525278
z4 13.85648 1.681564 8.24 0.000 10.44273 17.27024
_cons 2.31501 2.278082 1.02 0.317 -2.309744 6.939763

11 . Xit :reg Yit Xit i.i

command Xit is unrecognized
r(199);

12 . xi:reg Yit Xit i.i

i.i _Ii_1-4 (naturally coded; _Ii_1 omitted)

Source SS df MS Number of obs = 40

F(4, 35) = 106.02
Model 5954.94662 4 1488.73666 Prob > F = 0.0000
Residual 491.478967 35 14.0422562 R-squared = 0.9238
Adj R-squared = 0.9150
Total 6446.42559 39 165.292964 Root MSE = 3.7473
 Panel ch13ex1 Thursday November 3 16:05:09 2022 Page 3

Yit Coef. Std. Err. t P>|t| [95% Conf. Interval]

Xit 1.119029 .0635699 17.60 0.000 .989975 1.248082

_Ii_2 7.794626 1.676775 4.65 0.000 4.390592 11.19866
_Ii_3 .0704354 1.701802 0.04 0.967 -3.384407 3.525278
_Ii_4 13.85648 1.681564 8.24 0.000 10.44273 17.27024
_cons 2.31501 2.278082 1.02 0.317 -2.309744 6.939763

13 . xtreg Xit Yit,fe

must specify panelvar; use xtset
r(459);

14 . xtreg Yit Xit,fe

must specify panelvar; use xtset
r(459);

15 . xreg Yit Xit ,fe

command xreg is unrecognized
r(199);

16 . xitreg Yit Xit ,fe

command xitreg is unrecognized
r(199);

17 . Xtset i t
command Xtset not defined by Xtset.ado
r(199);

18 . xtset i t
panel variable: i (strongly balanced)
time variable: t, 1 to 10
delta: 1 unit

19 . xtreg Yit Xit,fe

Fixed-effects (within) regression Number of obs = 40

Group variable: i Number of groups = 4

R-sq: Obs per group:

within = 0.8985 min = 10
between = 0.1697 avg = 10.0
overall = 0.7147 max = 10

F(1,35) = 309.87
corr(u_i, Xb) = 0.0205 Prob > F = 0.0000

Yit Coef. Std. Err. t P>|t| [95% Conf. Interval]

Xit 1.119029 .0635699 17.60 0.000 .989975 1.248082

_cons 7.745396 1.916847 4.04 0.000 3.85399 11.6368

sigma_u 6.7034045
sigma_e 3.7472999
rho .76190642 (fraction of variance due to u_i)

F test that all u_i=0: F(3, 35) = 31.99 Prob > F = 0.0000

20 .