I run some regressions, but the F-test is missing. I read some previous posts related to this issue, but I haven't found the answer for my case. Could you please help?
The first regression :
Code:
regress w2_uhat PerFD After AfterFD $control i.year i.ind, robust
Code:
Linear regression Number of obs = 487
F( 33, 452) = .
Prob > F = .
R-squared = 0.2130
Root MSE = .1115
------------------------------------------------------------------------------
| Robust
w2_uhat | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
PerFD | -.0135181 .071665 -0.19 0.850 -.1543561 .1273198
After | .0024053 .0176921 0.14 0.892 -.0323637 .0371743
AfterFD | -.0413574 .1092 -0.38 0.705 -.2559602 .1732453
PerInD | .060242 .0280825 2.15 0.032 .0050536 .1154304
Dual | -.0165479 .0160462 -1.03 0.303 -.0480824 .0149866
bsize | -.0107742 .0222168 -0.48 0.628 -.0544352 .0328868
Loss | -.0273159 .0179308 -1.52 0.128 -.062554 .0079221
CashOper | -3.67e-10 8.98e-11 -4.09 0.000 -5.43e-10 -1.91e-10
Firmsize | .004892 .0054648 0.90 0.371 -.0058476 .0156316
blev | .0426323 .048696 0.88 0.382 -.0530664 .1383311
ROA | .2461967 .0673786 3.65 0.000 .1137825 .3786109
mb | -.0078885 .0062817 -1.26 0.210 -.0202334 .0044564
|
year |
2001 | -.0096172 .0599574 -0.16 0.873 -.127447 .1082126
2002 | -.0229657 .0646225 -0.36 0.722 -.1499635 .1040321
2003 | .0240859 .062535 0.39 0.700 -.0988095 .1469813
2004 | -.0127065 .0636559 -0.20 0.842 -.1378047 .1123917
2005 | -.0268376 .0602837 -0.45 0.656 -.1453086 .0916335
2006 | -.0327154 .0597816 -0.55 0.584 -.1501998 .0847691
2007 | -.070418 .0617424 -1.14 0.255 -.1917558 .0509197
2008 | -.02034 .0606025 -0.34 0.737 -.1394376 .0987576
2009 | -.0192564 .0608335 -0.32 0.752 -.138808 .1002952
2010 | -.013746 .0620105 -0.22 0.825 -.1356106 .1081187
2011 | -.0190377 .0627831 -0.30 0.762 -.1424208 .1043453
2012 | -.0066407 .0626652 -0.11 0.916 -.129792 .1165105
2013 | .0156804 .0630179 0.25 0.804 -.1081641 .1395249
2014 | -.0057087 .0647463 -0.09 0.930 -.1329498 .1215324
2015 | -.0025069 .065502 -0.04 0.969 -.1312332 .1262194
2016 | -.0017253 .067764 -0.03 0.980 -.1348968 .1314463
2017 | -.0380075 .0643386 -0.59 0.555 -.1644475 .0884325
|
ind |
2 | .0212005 .020601 1.03 0.304 -.019285 .0616861
3 | .0743825 .0270466 2.75 0.006 .0212299 .1275352
5 | .0338658 .0205932 1.64 0.101 -.0066045 .0743362
6 | -.0557151 .0360526 -1.55 0.123 -.1265665 .0151364
7 | .0340026 .0215114 1.58 0.115 -.0082721 .0762773
|
_cons | -.1087547 .1122393 -0.97 0.333 -.3293302 .1118209
------------------------------------------------------------------------------
.
end of do-file
.
Code:
xtreg w2_uhat PerFD After AfterFD $control i.year, cluster(firmid) fe
Code:
Fixed-effects (within) regression Number of obs = 487
Group variable: firmid Number of groups = 59
R-sq: within = 0.2613 Obs per group: min = 4
between = 0.0312 avg = 8.3
overall = 0.1466 max = 10
F(28,58) = .
corr(u_i, Xb) = -0.4773 Prob > F = .
(Std. Err. adjusted for 59 clusters in firmid)
------------------------------------------------------------------------------
| Robust
w2_uhat | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
PerFD | .0952295 .1127901 0.84 0.402 -.1305445 .3210035
After | .0263845 .0243078 1.09 0.282 -.0222729 .0750418
AfterFD | -.1804964 .105972 -1.70 0.094 -.3926225 .0316297
PerInD | .0051841 .0516282 0.10 0.920 -.0981609 .1085291
Dual | -.0806385 .0333862 -2.42 0.019 -.1474683 -.0138087
bsize | -.0183543 .0344244 -0.53 0.596 -.0872623 .0505536
Loss | -.0224149 .01964 -1.14 0.258 -.0617286 .0168989
CashOper | -6.97e-10 3.27e-10 -2.13 0.037 -1.35e-09 -4.19e-11
Firmsize | .0204043 .0234019 0.87 0.387 -.0264397 .0672483
blev | .0718019 .0857411 0.84 0.406 -.0998276 .2434314
ROA | .3226941 .0745929 4.33 0.000 .1733802 .472008
mb | -.0041064 .0073946 -0.56 0.581 -.0189083 .0106955
|
year |
2001 | .0054016 .0674643 0.08 0.936 -.1296429 .1404461
2002 | -.0195736 .0554911 -0.35 0.726 -.1306511 .091504
2003 | .0321885 .0661514 0.49 0.628 -.1002279 .1646049
2004 | -.0044521 .0637201 -0.07 0.945 -.1320017 .1230976
2005 | -.0223795 .0583464 -0.38 0.703 -.1391726 .0944135
2006 | -.0362498 .0598186 -0.61 0.547 -.1559897 .08349
2007 | -.0724873 .0693725 -1.04 0.300 -.2113513 .0663768
2008 | -.0343343 .0671898 -0.51 0.611 -.1688293 .1001607
2009 | -.021291 .0662511 -0.32 0.749 -.153907 .1113249
2010 | -.0052354 .0680241 -0.08 0.939 -.1414004 .1309296
2011 | -.0305103 .071615 -0.43 0.672 -.1738632 .1128427
2012 | -.0247793 .0744705 -0.33 0.741 -.1738482 .1242895
2013 | -.0030818 .0797583 -0.04 0.969 -.1627355 .1565718
2014 | -.0238453 .0772591 -0.31 0.759 -.1784961 .1308056
2015 | -.0109596 .0744212 -0.15 0.883 -.1599298 .1380106
2016 | -.0030587 .0823633 -0.04 0.971 -.1679267 .1618094
2017 | -.0261159 .0806758 -0.32 0.747 -.1876062 .1353743
|
_cons | -.332236 .409316 -0.81 0.420 -1.151571 .4870991
-------------+----------------------------------------------------------------
sigma_u | .06864986
sigma_e | .10383842
rho | .30414563 (fraction of variance due to u_i)
------------------------------------------------------------------------------
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end of do-file
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