I am having difficulty in interpreting one of the main independent variables in FE regression. The main independent var,
Code:
rois
Code:
lpv_small
Code:
xtreg lpv_small rois tax grant import1 sharee carbon2 lgdp i.year, fe Fixed-effects (within) regression Number of obs = 340 Group variable: country1 Number of groups = 19 R-sq: Obs per group: within = 0.8173 min = 16 between = 0.0646 avg = 17.9 overall = 0.3151 max = 18 F(24,297) = 55.34 corr(u_i, Xb) = -0.7630 Prob > F = 0.0000 ------------------------------------------------------------------------------ lpv_small | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- rois | .234995 .0896794 2.62 0.009 .0585074 .4114827 tax | .00061 .2644453 0.00 0.998 -.5198139 .521034 grant | -.6905872 .2653985 -2.60 0.010 -1.212887 -.1682873 import1 | -.0298407 .0094992 -3.14 0.002 -.0485349 -.0111465 sharee | .0848137 .0173136 4.90 0.000 .0507409 .1188865 carbon2 | .0386653 .0569898 0.68 0.498 -.0734898 .1508204 lgdp | .86633 .4472544 1.94 0.054 -.0138593 1.746519 | year | 1999 | 1.182406 .439037 2.69 0.007 .3183888 2.046424 2000 | 2.33013 .4459633 5.22 0.000 1.452481 3.207778 2001 | 2.315135 .4515315 5.13 0.000 1.426529 3.203742 2002 | 2.625077 .4589965 5.72 0.000 1.721779 3.528375 2003 | 2.795346 .4866044 5.74 0.000 1.837716 3.752975 2004 | 3.283991 .497777 6.60 0.000 2.304374 4.263607 2005 | 3.461291 .5227286 6.62 0.000 2.43257 4.490012 2006 | 3.895308 .5451787 7.15 0.000 2.822406 4.968211 2007 | 3.927511 .5640918 6.96 0.000 2.817388 5.037635 2008 | 4.71122 .5692008 8.28 0.000 3.591042 5.831398 2009 | 5.15504 .5860513 8.80 0.000 4.001701 6.308379 2010 | 6.380798 .6127162 10.41 0.000 5.174983 7.586613 2011 | 6.872372 .6328262 10.86 0.000 5.626981 8.117764 2012 | 7.108892 .6631365 10.72 0.000 5.80385 8.413934 2013 | 6.867976 .6947964 9.88 0.000 5.500628 8.235324 2014 | 7.168307 .7161169 10.01 0.000 5.759001 8.577614 2015 | 7.48759 .7455636 10.04 0.000 6.020333 8.954846 | _cons | -24.06997 10.05616 -2.39 0.017 -43.86032 -4.279621 -------------+---------------------------------------------------------------- sigma_u | 3.7798881 sigma_e | 1.3507518 rho | .88676013 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(18, 297) = 15.47 Prob > F = 0.0000
Code:
rois
Code:
lpv_small
Your feedbacks are really appreciated.
Thank you.
Farah
0 Response to Interpretation of coefficient when independent is in proportion, and dependent variable is in log form
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