Thursday October 19 [Link] 2023 Page 1
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Statistics/Data Analysis
User: BM
Project: Shuvo
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___/ / /___/ / /___/ 13.0 Copyright 1985-2013 StataCorp LP
Statistics/Data Analysis StataCorp
4905 Lakeway Drive
College Station, Texas 77845 USA
800-STATA-PC [Link]
979-696-4600 stata@[Link]
979-696-4601 (fax)
3-user Stata network perpetual license:
Serial number: 501306208483
Licensed to: Shuvo
BUPMCSK
Notes:
1. You are running Small Stata.
1 . *(9 variables, 20 observations pasted into data editor)
2 . xtset year bankid
panel variable: year (strongly balanced)
time variable: bankid, 1 to 4
delta: 1 unit
3 . summarize car roa nim llp npl ldr banksize
Variable Obs Mean Std. Dev. Min Max
car 20 15.4565 1.33132 13.73 17.93
roa 20 .0092627 .0034086 .0049807 .0175872
nim 20 .0008136 .0225717 -.0287271 .0435699
llp 20 2.61e+09 1.21e+09 6.87e+08 4.82e+09
npl 20 4.3705 1.055175 2.93 7.9
ldr 20 760.375 1481.782 .7495109 4480.973
banksize 20 26.6995 .2097986 26.28 27.06
4 . pwcorr car roa nim llp npl ldr banksize,sig
car roa nim llp npl ldr banksize
car 1.0000
roa 0.0648 1.0000
0.7859
nim 0.0841 0.6281 1.0000
0.7245 0.0030
llp -0.5301 -0.0094 0.2364 1.0000
0.0162 0.9685 0.3157
npl -0.2094 -0.3934 -0.2395 -0.0689 1.0000
0.3756 0.0862 0.3092 0.7728
ldr -0.6022 -0.3937 -0.4117 0.2115 0.5392 1.0000
0.0050 0.0859 0.0713 0.3708 0.0141
banksize 0.2523 0.0728 0.3881 0.4084 -0.3873 -0.4387 1.0000
0.2833 0.7604 0.0909 0.0739 0.0916 0.0530
Thursday October 19 [Link] 2023 Page 2
5 . xtreg car roa nim llp npl ldr banksize,fe
Fixed-effects (within) regression Number of obs = 20
Group variable: year Number of groups = 5
R-sq: within = 0.7713 Obs per group: min = 4
between = 0.0046 avg = 4.0
overall = 0.1907 max = 4
F(6,9) = 5.06
corr(u_i, Xb) = -0.8497 Prob > F = 0.0155
car Coef. Std. Err. t P>|t| [95% Conf. Interval]
roa -.4661794 95.63677 -0.00 0.996 -216.8116 215.8792
nim 25.53553 20.85286 1.22 0.252 -21.63691 72.70797
llp -1.08e-09 3.58e-10 -3.00 0.015 -1.88e-09 -2.66e-10
npl .1254569 .2862099 0.44 0.671 -.5219949 .7729088
ldr -.000668 .0002772 -2.41 0.039 -.001295 -.000041
banksize -6.19951 5.220212 -1.19 0.265 -18.00845 5.60943
_cons 183.7307 139.8985 1.31 0.222 -132.7418 500.2031
sigma_u 2.1307201
sigma_e .88565268
rho .85268046 (fraction of variance due to u_i)
F test that all u_i=0: F(4, 9) = 1.85 Prob > F = 0.2033
6 . estimates store fe
7 . xtreg car roa nim llp npl ldr banksize,re
Random-effects GLS regression Number of obs = 20
Group variable: year Number of groups = 5
R-sq: within = 0.7016 Obs per group: min = 4
between = 0.0314 avg = 4.0
overall = 0.6178 max = 4
Wald chi2(5) = .
corr(u_i, X) = 0 (assumed) Prob > chi2 = .
car Coef. Std. Err. z P>|z| [95% Conf. Interval]
roa -38.75988 99.35737 -0.39 0.696 -233.4968 155.977
nim .0441061 15.42042 0.00 0.998 -30.17937 30.26758
llp -6.42e-10 2.47e-10 -2.60 0.009 -1.13e-09 -1.58e-10
npl .0758397 .2840817 0.27 0.789 -.4809503 .6326297
ldr -.0003572 .0002366 -1.51 0.131 -.0008209 .0001065
banksize 2.200945 1.577078 1.40 0.163 -.8900709 5.291961
_cons -41.33191 42.48809 -0.97 0.331 -124.607 41.94322
sigma_u 0
sigma_e .88565268
rho 0 (fraction of variance due to u_i)
Thursday October 19 [Link] 2023 Page 3
8 . estimates store re
9 . hausman fe re
Note: the rank of the differenced variance matrix (4) does not equal the number of coefficients be
this is what you expect, or there may be problems computing the test. Examine the output
anything unexpected and possibly consider scaling your variables so that the coefficients
Coefficients
(b) (B) (b-B) sqrt(diag(V_b-V_B))
fe re Difference S.E.
roa -.4661794 -38.75988 38.2937 .
nim 25.53553 .0441061 25.49143 14.03753
llp -1.08e-09 -6.42e-10 -4.33e-10 2.59e-10
npl .1254569 .0758397 .0496172 .0348379
ldr -.000668 -.0003572 -.0003108 .0001444
banksize -6.19951 2.200945 -8.400455 4.976287
b = consistent under Ho and Ha; obtained from xtreg
B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic
chi2(4) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 2.80
Prob>chi2 = 0.5916
(V_b-V_B is not positive definite)
10 .
