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st: GLS interpretation


From   bucur sorana <sorana_bucur2003@yahoo.co.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: GLS interpretation
Date   Wed, 14 Sep 2011 08:23:05 +0100 (BST)

Hi,



I am new to Stata and Econometrics.
I have some questions related to my gls output, f you could help me please.

Are the values of P>z 0.000 normal? That means that they are significant at 1%? 

Also can you please tell me anything about the Wald chi2(5) value and the z for income variable, because the income z is very high in comparison to the other variables? 



. xtgls growth income trade population2 school_sec2 kaopen2, panels(correlated)corr(ar1)rhotype(dw)

Cross-sectional time-series FGLS regression

Coefficients:  generalized least squares
Panels:        heteroskedastic with cross-sectional correlation
Correlation:   common AR(1) coefficient for all panels  (0.5519)

Estimated covariances      =       190          Number of obs      =       304
Estimated autocorrelations =         1          Number of groups   =        19
Estimated coefficients     =         6          Time periods       =        16
Wald chi2(5)       =  3.54e+07
Prob > chi2        =    0.0000


growth            Coef.         Std. Err.          z         P>z         [95% Conf. Interval]

income          .984125     .0001666     5907.06  0.000     .9837985    .9844515
trade             .0010546   .0000313         33.68  0.000     .0009933     .001116
population2    -1.025569  .0011646      -880.65   0.000    -1.027852   -1.023287
school_sec2  -.0004798  .0000128        -37.55  0.000    -.0005048   -.0004547
kaopen2        .003106     .0004466          6.96   0.000     .0022308    .0039813
_cons           .0189592   .0024439           7.76  0.000     .0141693    .0237491


Thank you.

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