My dataset is coded in this way:
Code:
. . xtset countrynum Year, yearly
panel variable: countrynum (strongly balanced)
time variable: Year, 2004 to 2016
delta: 1 year
.
Code:
. reg Y I logYlevel_1 n H i.countrynum Cor_1 i.countrynum##c.Cor_1 i.Year, vce(cluster countrynu
> m)
note: Cor_1 omitted because of collinearity
Linear regression Number of obs = 240
F(14, 19) = .
Prob > F = .
R-squared = 0.7647
Root MSE = .01438
(Std. Err. adjusted for 20 clusters in countrynum)
------------------------------------------------------------------------------------
| Robust
Y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------------+----------------------------------------------------------------
I | -.0050199 .0195443 -0.26 0.800 -.0459266 .0358867
logYlevel_1 | -.1255014 .0508644 -2.47 0.023 -.2319618 -.019041
n | -.0001286 .0003074 -0.42 0.680 -.0007721 .0005148
H | .1810461 .1962326 0.92 0.368 -.2296734 .5917656
|
countrynum |
2 | -.0075186 .0115144 -0.65 0.522 -.0316185 .0165812
3 | -.0415829 .0185308 -2.24 0.037 -.0803684 -.0027975
4 | -.0301643 .0216167 -1.40 0.179 -.0754087 .01508
5 | .0385532 .0177765 2.17 0.043 .0013464 .0757599
6 | .0338513 .0113286 2.99 0.008 .0101402 .0575623
7 | .0341033 .0208821 1.63 0.119 -.0096034 .0778101
8 | .023549 .0119514 1.97 0.064 -.0014656 .0485635
9 | .0537951 .0334736 1.61 0.125 -.016266 .1238563
10 | .008647 .0057067 1.52 0.146 -.0032972 .0205912
11 | -.0228318 .0093685 -2.44 0.025 -.0424402 -.0032233
12 | .0125716 .0159917 0.79 0.441 -.0208994 .0460427
13 | -.0263945 .0187979 -1.40 0.176 -.0657389 .0129498
14 | -.0221471 .0113101 -1.96 0.065 -.0458194 .0015251
15 | -.0336907 .0185583 -1.82 0.085 -.0725337 .0051524
16 | .0114023 .0125498 0.91 0.375 -.0148647 .0376693
17 | .0544347 .0217663 2.50 0.022 .0088773 .0999922
18 | -.0102997 .0046371 -2.22 0.039 -.0200052 -.0005942
19 | .0412845 .0238289 1.73 0.099 -.00859 .091159
20 | .0377269 .0146951 2.57 0.019 .0069696 .0684842
|
Cor_1 | -44.65295 475.2509 -0.09 0.926 -1039.364 950.0586
Cor_1 | 0 (omitted)
|
countrynum#c.Cor_1 |
2 | -785.9514 338.93 -2.32 0.032 -1495.34 -76.56274
3 | -350.8146 914.5333 -0.38 0.706 -2264.955 1563.326
4 | 29.94349 449.2771 0.07 0.948 -910.4044 970.2914
5 | 909.2216 706.9965 1.29 0.214 -570.539 2388.982
6 | -797.9921 222.6642 -3.58 0.002 -1264.034 -331.9506
7 | -308.33 548.4422 -0.56 0.581 -1456.233 839.5728
8 | -62.57157 447.8015 -0.14 0.890 -999.831 874.6878
9 | 372.6863 449.6995 0.83 0.418 -568.5455 1313.918
10 | 75.53298 746.382 0.10 0.920 -1486.663 1637.728
11 | -32.4799 463.6609 -0.07 0.945 -1002.933 937.9734
12 | 1929.619 461.482 4.18 0.001 963.7258 2895.512
13 | -957.3895 506.8818 -1.89 0.074 -2018.305 103.5263
14 | 1648.217 965.5464 1.71 0.104 -372.6945 3669.129
15 | 53.18744 615.2624 0.09 0.932 -1234.572 1340.947
16 | 2202.39 565.7829 3.89 0.001 1018.192 3386.587
17 | 638.5813 549.3248 1.16 0.259 -511.1688 1788.331
18 | 327.0107 517.551 0.63 0.535 -756.236 1410.257
19 | 582.496 405.3486 1.44 0.167 -265.9084 1430.9
20 | 9.871007 1133.115 0.01 0.993 -2361.765 2381.507
|
Year |
2006 | .0142296 .0039022 3.65 0.002 .0060622 .022397
2007 | .0049212 .0039376 1.25 0.227 -.0033202 .0131626
2008 | -.0247142 .0052067 -4.75 0.000 -.0356119 -.0138166
2009 | -.065904 .0061165 -10.77 0.000 -.0787059 -.0531021
2010 | -.0084701 .0080807 -1.05 0.308 -.0253833 .008443
2011 | -.0142801 .0077827 -1.83 0.082 -.0305695 .0020092
2012 | -.044804 .0102844 -4.36 0.000 -.0663294 -.0232785
2013 | -.0459268 .0135691 -3.38 0.003 -.0743273 -.0175263
2014 | -.0290396 .0113149 -2.57 0.019 -.052722 -.0053573
2015 | -.0111417 .0152856 -0.73 0.475 -.0431348 .0208515
2016 | -.0155312 .0126094 -1.23 0.233 -.0419229 .0108605
|
_cons | 1.252449 .5100886 2.46 0.024 .1848215 2.320077
------------------------------------------------------------------------------------
Code:
. reg Y I logYlevel_1 n H i.countrynum Cor_1 i.countrynum##c.Cor_1 d2005 d2006 d2007 d2008 d2009
> d2010 d2011 d2012 d2013 d2014 d2015 d2016 , vce(cluster countrynum)
note: Cor_1 omitted because of collinearity
note: d2016 omitted because of collinearity
Linear regression Number of obs = 240
F(14, 19) = .
Prob > F = .
R-squared = 0.7647
Root MSE = .01438
(Std. Err. adjusted for 20 clusters in countrynum)
------------------------------------------------------------------------------------
| Robust
Y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------------+----------------------------------------------------------------
I | -.0050199 .0195443 -0.26 0.800 -.0459266 .0358867
logYlevel_1 | -.1255014 .0508644 -2.47 0.023 -.2319618 -.019041
n | -.0001286 .0003074 -0.42 0.680 -.0007721 .0005148
H | .1810461 .1962326 0.92 0.368 -.2296734 .5917656
|
countrynum |
2 | -.0075186 .0115144 -0.65 0.522 -.0316185 .0165812
3 | -.0415829 .0185308 -2.24 0.037 -.0803684 -.0027975
4 | -.0301643 .0216167 -1.40 0.179 -.0754087 .01508
5 | .0385532 .0177765 2.17 0.043 .0013464 .0757599
6 | .0338513 .0113286 2.99 0.008 .0101402 .0575623
7 | .0341033 .0208821 1.63 0.119 -.0096034 .0778101
8 | .023549 .0119514 1.97 0.064 -.0014656 .0485635
9 | .0537951 .0334736 1.61 0.125 -.016266 .1238563
10 | .008647 .0057067 1.52 0.146 -.0032972 .0205912
11 | -.0228318 .0093685 -2.44 0.025 -.0424402 -.0032233
12 | .0125716 .0159917 0.79 0.441 -.0208994 .0460427
13 | -.0263945 .0187979 -1.40 0.176 -.0657389 .0129498
14 | -.0221471 .0113101 -1.96 0.065 -.0458194 .0015251
15 | -.0336907 .0185583 -1.82 0.085 -.0725337 .0051524
16 | .0114023 .0125498 0.91 0.375 -.0148647 .0376693
17 | .0544347 .0217663 2.50 0.022 .0088773 .0999922
18 | -.0102997 .0046371 -2.22 0.039 -.0200052 -.0005942
19 | .0412845 .0238289 1.73 0.099 -.00859 .091159
20 | .0377269 .0146951 2.57 0.019 .0069696 .0684842
|
Cor_1 | -44.65295 475.2509 -0.09 0.926 -1039.364 950.0586
Cor_1 | 0 (omitted)
|
countrynum#c.Cor_1 |
2 | -785.9514 338.93 -2.32 0.032 -1495.34 -76.56274
3 | -350.8146 914.5333 -0.38 0.706 -2264.955 1563.326
4 | 29.94349 449.2771 0.07 0.948 -910.4044 970.2914
5 | 909.2216 706.9965 1.29 0.214 -570.539 2388.982
6 | -797.9921 222.6642 -3.58 0.002 -1264.034 -331.9506
7 | -308.33 548.4422 -0.56 0.581 -1456.233 839.5728
8 | -62.57157 447.8015 -0.14 0.890 -999.831 874.6878
9 | 372.6863 449.6995 0.83 0.418 -568.5455 1313.918
10 | 75.53298 746.382 0.10 0.920 -1486.663 1637.728
11 | -32.4799 463.6609 -0.07 0.945 -1002.933 937.9734
12 | 1929.619 461.482 4.18 0.001 963.7258 2895.512
13 | -957.3895 506.8818 -1.89 0.074 -2018.305 103.5263
14 | 1648.217 965.5464 1.71 0.104 -372.6945 3669.129
15 | 53.18744 615.2624 0.09 0.932 -1234.572 1340.947
16 | 2202.39 565.7829 3.89 0.001 1018.192 3386.587
17 | 638.5813 549.3248 1.16 0.259 -511.1688 1788.331
18 | 327.0107 517.551 0.63 0.535 -756.236 1410.257
19 | 582.496 405.3486 1.44 0.167 -265.9084 1430.9
20 | 9.871007 1133.115 0.01 0.993 -2361.765 2381.507
|
d2005 | .0155312 .0126094 1.23 0.233 -.0108605 .0419229
d2006 | .0297608 .0104419 2.85 0.010 .0079056 .0516161
d2007 | .0204524 .0107642 1.90 0.073 -.0020774 .0429822
d2008 | -.009183 .0113028 -0.81 0.427 -.0328401 .014474
d2009 | -.0503728 .0090671 -5.56 0.000 -.0693504 -.0313952
d2010 | .0070611 .0079591 0.89 0.386 -.0095974 .0237196
d2011 | .0012511 .0063774 0.20 0.847 -.012097 .0145992
d2012 | -.0292728 .0047347 -6.18 0.000 -.0391825 -.019363
d2013 | -.0303956 .0096392 -3.15 0.005 -.0505708 -.0102204
d2014 | -.0135084 .0036453 -3.71 0.002 -.0211382 -.0058787
d2015 | .0043896 .0062192 0.71 0.489 -.0086274 .0174065
d2016 | 0 (omitted)
_cons | 1.236918 .5037766 2.46 0.024 .1825014 2.291334
-----------------------------------------------------------------------------------
Code:
. reg Y I logYlevel_1 n H i.countrynum Cor_1 i.countrynum##c.Cor_1 d2004 d2005 d2006 d2007 d2008
> d2009 d2010 d2011 d2012 d2013 d2014 d2015 , vce(cluster countrynum)
note: Cor_1 omitted because of collinearity
note: d2004 omitted because of collinearity
Linear regression Number of obs = 240
F(14, 19) = .
Prob > F = .
R-squared = 0.7647
Root MSE = .01438
(Std. Err. adjusted for 20 clusters in countrynum)
------------------------------------------------------------------------------------
| Robust
Y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------------+----------------------------------------------------------------
I | -.0050199 .0195443 -0.26 0.800 -.0459266 .0358867
logYlevel_1 | -.1255014 .0508644 -2.47 0.023 -.2319618 -.019041
n | -.0001286 .0003074 -0.42 0.680 -.0007721 .0005148
H | .1810461 .1962326 0.92 0.368 -.2296734 .5917656
|
countrynum |
2 | -.0075186 .0115144 -0.65 0.522 -.0316185 .0165812
3 | -.0415829 .0185308 -2.24 0.037 -.0803684 -.0027975
4 | -.0301643 .0216167 -1.40 0.179 -.0754087 .01508
5 | .0385532 .0177765 2.17 0.043 .0013464 .0757599
6 | .0338513 .0113286 2.99 0.008 .0101402 .0575623
7 | .0341033 .0208821 1.63 0.119 -.0096034 .0778101
8 | .023549 .0119514 1.97 0.064 -.0014656 .0485635
9 | .0537951 .0334736 1.61 0.125 -.016266 .1238563
10 | .008647 .0057067 1.52 0.146 -.0032972 .0205912
11 | -.0228318 .0093685 -2.44 0.025 -.0424402 -.0032233
12 | .0125716 .0159917 0.79 0.441 -.0208994 .0460427
13 | -.0263945 .0187979 -1.40 0.176 -.0657389 .0129498
14 | -.0221471 .0113101 -1.96 0.065 -.0458194 .0015251
15 | -.0336907 .0185583 -1.82 0.085 -.0725337 .0051524
16 | .0114023 .0125498 0.91 0.375 -.0148647 .0376693
17 | .0544347 .0217663 2.50 0.022 .0088773 .0999922
18 | -.0102997 .0046371 -2.22 0.039 -.0200052 -.0005942
19 | .0412845 .0238289 1.73 0.099 -.00859 .091159
20 | .0377269 .0146951 2.57 0.019 .0069696 .0684842
|
Cor_1 | -44.65295 475.2509 -0.09 0.926 -1039.364 950.0586
Cor_1 | 0 (omitted)
|
countrynum#c.Cor_1 |
2 | -785.9514 338.93 -2.32 0.032 -1495.34 -76.56274
3 | -350.8146 914.5333 -0.38 0.706 -2264.955 1563.326
4 | 29.94349 449.2771 0.07 0.948 -910.4044 970.2914
5 | 909.2216 706.9965 1.29 0.214 -570.539 2388.982
6 | -797.9921 222.6642 -3.58 0.002 -1264.034 -331.9506
7 | -308.33 548.4422 -0.56 0.581 -1456.233 839.5728
8 | -62.57157 447.8015 -0.14 0.890 -999.831 874.6878
9 | 372.6863 449.6995 0.83 0.418 -568.5455 1313.918
10 | 75.53298 746.382 0.10 0.920 -1486.663 1637.728
11 | -32.4799 463.6609 -0.07 0.945 -1002.933 937.9734
12 | 1929.619 461.482 4.18 0.001 963.7258 2895.512
13 | -957.3895 506.8818 -1.89 0.074 -2018.305 103.5263
14 | 1648.217 965.5464 1.71 0.104 -372.6945 3669.129
15 | 53.18744 615.2624 0.09 0.932 -1234.572 1340.947
16 | 2202.39 565.7829 3.89 0.001 1018.192 3386.587
17 | 638.5813 549.3248 1.16 0.259 -511.1688 1788.331
18 | 327.0107 517.551 0.63 0.535 -756.236 1410.257
19 | 582.496 405.3486 1.44 0.167 -265.9084 1430.9
20 | 9.871007 1133.115 0.01 0.993 -2361.765 2381.507
|
d2004 | 0 (omitted)
d2005 | .0155312 .0126094 1.23 0.233 -.0108605 .0419229
d2006 | .0297608 .0104419 2.85 0.010 .0079056 .0516161
d2007 | .0204524 .0107642 1.90 0.073 -.0020774 .0429822
d2008 | -.009183 .0113028 -0.81 0.427 -.0328401 .014474
d2009 | -.0503728 .0090671 -5.56 0.000 -.0693504 -.0313952
d2010 | .0070611 .0079591 0.89 0.386 -.0095974 .0237196
d2011 | .0012511 .0063774 0.20 0.847 -.012097 .0145992
d2012 | -.0292728 .0047347 -6.18 0.000 -.0391825 -.019363
d2013 | -.0303956 .0096392 -3.15 0.005 -.0505708 -.0102204
d2014 | -.0135084 .0036453 -3.71 0.002 -.0211382 -.0058787
d2015 | .0043896 .0062192 0.71 0.489 -.0086274 .0174065
_cons | 1.236918 .5037766 2.46 0.024 .1825014 2.291334
------------------------------------------------------------------------------------
.
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0 Response to Issue concerning i.Year
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