Code:
webuse grunfeld, clear xtset company year xtrc invest mvalue kstock, beta outreg2 using "xtrc", excel dec(3) replace
Code:
. xtrc invest mvalue kstock, beta Random-coefficients regression Number of obs = 200 Group variable: company Number of groups = 10 Obs per group: min = 20 avg = 20.0 max = 20 Wald chi2(2) = 38.84 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ invest | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- mvalue | .0845873 .0199559 4.24 0.000 .0454745 .1237002 kstock | .1994184 .0526534 3.79 0.000 .0962197 .3026171 _cons | -9.629282 17.03503 -0.57 0.572 -43.01734 23.75877 ------------------------------------------------------------------------------ Test of parameter constancy: chi2(27) = 901.43 Prob > chi2 = 0.0000 Group-specific coefficients ------------------------------------------------------------------------------ Coef. Std. Err. z P>|z| [95% Conf. Interval] ------------------------------------------------------------------------------ Group 1 | -------------+---------------------------------------------------------------- mvalue | .0981462 .0087433 11.23 0.000 .0810097 .1152828 kstock | .3722458 .0375976 9.90 0.000 .2985559 .4459356 _cons | -55.44177 19.94628 -2.78 0.005 -94.53576 -16.34779 -------------+---------------------------------------------------------------- Group 2 | -------------+---------------------------------------------------------------- mvalue | .1729062 .0162539 10.64 0.000 .1410491 .2047633 kstock | .3105774 .0893991 3.47 0.001 .1353584 .4857964 _cons | -30.09974 23.32863 -1.29 0.197 -75.82302 15.62354 -------------+---------------------------------------------------------------- Group 3 | -------------+---------------------------------------------------------------- mvalue | .0251393 .0122704 2.05 0.040 .0010899 .0491888 kstock | .1515969 .0276489 5.48 0.000 .0974061 .2057878 _cons | -6.562793 23.40595 -0.28 0.779 -52.43762 39.31203 -------------+---------------------------------------------------------------- Group 4 | -------------+---------------------------------------------------------------- mvalue | .0810174 .0192287 4.21 0.000 .0433298 .118705 kstock | .3103015 .0305597 10.15 0.000 .2504055 .3701974 _cons | -7.788197 13.20259 -0.59 0.555 -33.6648 18.08841 -------------+---------------------------------------------------------------- Group 5 | -------------+---------------------------------------------------------------- mvalue | .1209065 .0320356 3.77 0.000 .058118 .1836951 kstock | .0181317 .0159495 1.14 0.256 -.0131288 .0493923 _cons | 24.95391 6.72261 3.71 0.000 11.77783 38.12998 -------------+---------------------------------------------------------------- Group 6 | -------------+---------------------------------------------------------------- mvalue | .1159036 .0217112 5.34 0.000 .0733505 .1584567 kstock | .1351526 .0677458 1.99 0.046 .0023732 .2679319 _cons | -7.346842 4.644928 -1.58 0.114 -16.45073 1.75705 -------------+---------------------------------------------------------------- Group 7 | -------------+---------------------------------------------------------------- mvalue | .0891736 .0319398 2.79 0.005 .0265728 .1517744 kstock | .1244533 .0185686 6.70 0.000 .0880596 .160847 _cons | -4.9349 7.979126 -0.62 0.536 -20.5737 10.7039 -------------+---------------------------------------------------------------- Group 8 | -------------+---------------------------------------------------------------- mvalue | .0511706 .015045 3.40 0.001 .021683 .0806582 kstock | .1048735 .0518497 2.02 0.043 .00325 .2064969 _cons | -.3579146 8.30961 -0.04 0.966 -16.64445 15.92862 -------------+---------------------------------------------------------------- Group 9 | -------------+---------------------------------------------------------------- mvalue | .0775452 .0282758 2.74 0.006 .0221255 .1329648 kstock | .0825908 .0278685 2.96 0.003 .0279696 .137212 _cons | -8.524686 9.271697 -0.92 0.358 -26.69688 9.647507 -------------+---------------------------------------------------------------- Group 10 | -------------+---------------------------------------------------------------- mvalue | .0139647 .0240671 0.58 0.562 -.033206 .0611353 kstock | .3842605 .0638395 6.02 0.000 .2591375 .5093836 _cons | -.1898842 1.72094 -0.11 0.912 -3.562865 3.183097 ------------------------------------------------------------------------------ . outreg2 using "xtrc", excel dec(3) replace xtrc.xml dir : seeout
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