exposétd variation suite Thursday November 10 15:50:00 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 . use "C:\Users\acer\Desktop\Mr hefnaoui\panel ch13 ex1.dta"

2 . egen m_y=mean(Yit),by(i)

3 . browse

4 . gen d_y=Yit-m_y

5 . browse

6 . egen m_Xit=mean(Xit),by(i)

7 . genr d_Xit=Xit-m_Xit
command genr is unrecognized
r(199);

8 . gen d_x=mean(Xit),by(i)
unknown function mean()
r(133);

9 . egen m_x=mean(Xit),by(i)

10 . gen d_x=Xit-m_x

11 . browse

12 . areg Yit Xit,absorb,(i)

invalid '('
r(198);

13 . areg Yit Xit,absorb(i)

Linear regression, absorbing indicators Number of obs = 40

Absorbed variable: i No. of categories = 4
F( 1, 35) = 309.87
Prob > F = 0.0000
R-squared = 0.9238
Adj R-squared = 0.9150
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

_cons 7.745396 1.916847 4.04 0.000 3.85399 11.6368

F test of absorbed indicators: F(3, 35) = 31.987 Prob > F = 0.000

 exposétd variation suite Thursday November 10 15:50:00 2022 Page 2

14 . reg dy dx,noconstant
variable dy not found
r(111);

15 . reg d_y d_x,noconstant

Source SS df MS Number of obs = 40

F(1, 39) = 345.28
Model 4351.27738 1 4351.27738 Prob > F = 0.0000
Residual 491.478956 39 12.6020245 R-squared = 0.8985
Adj R-squared = 0.8959
Total 4842.75634 40 121.068908 Root MSE = 3.5499

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

d_x 1.119029 .0602217 18.58 0.000 .9972188 1.240839

16 .