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From | sorana <sorana_bucur2003@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: GLS interpretation |
Date | Wed, 14 Sep 2011 01:18:13 -0700 (PDT) |
Hi, I am new to Stata and Econometrics. I have some questions related to my gls output, if 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 -- View this message in context: http://statalist.1588530.n2.nabble.com/GLS-interpretation-tp6791691p6791691.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/