I need your point of view about this subject. I run a xtlogit regression with the following code
Code:
xtlogit a001 l2.a016 l2.a017 l2.a020_new l2.i.Cooperation_i l2.i.Patents l2.i.Formal_protection l2.i.Uncertainty_1 l2.i.Lack_of_demand_1 l2.i.a023 l2.i.a019 l2.i.a018 l2.a041_l2_imput i.anyo if KIBS==1, nolog i(ident)
Code:
Random-effects logistic regression Number of obs = 5,291
Group variable: ident Number of groups = 1,132
Random effects u_i ~ Gaussian Obs per group:
min = 1
avg = 4.7
max = 7
Integration method: mvaghermite Integration pts. = 12
Wald chi2(18) = 253.45
Log likelihood = -1973.5183 Prob > chi2 = 0.0000
--------------------------------------------------------------------------------------
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
a016 |
L2. | 1.259905 .5905704 2.13 0.033 .1024086 2.417402
|
a017 |
L2. | -.6262536 .1702988 -3.68 0.000 -.9600332 -.292474
|
a020_new |
L2. | .568769 .0815715 6.97 0.000 .4088919 .7286461
|
L2.Cooperation_i |
1 | 1.113954 .1598741 6.97 0.000 .8006067 1.427302
|
L2.Patents |
1 | .7914137 .24456 3.24 0.001 .3120848 1.270743
|
L2.Formal_protection |
1 | .3822348 .1641714 2.33 0.020 .0604647 .7040048
|
L2.Uncertainty_1 |
1 | -.0765705 .1571487 -0.49 0.626 -.3845763 .2314353
|
L2.Lack_of_demand_1 |
1 | -.8825044 .3400314 -2.60 0.009 -1.548954 -.216055
|
L2.a023 |
1 | .0715742 .1784459 0.40 0.688 -.2781734 .4213218
|
L2.a019 |
1 | .7478324 .154126 4.85 0.000 .4457509 1.049914
|
L2.a018 |
1 | -.4510715 .2307392 -1.95 0.051 -.903312 .001169
|
a041_l2_imput |
L2. | .05995 .0655042 0.92 0.360 -.0684358 .1883358
|
anyo |
2007 | -.1587466 .300931 -0.53 0.598 -.7485606 .4310674
2008 | -.5519556 .326635 -1.69 0.091 -1.192148 .0882373
2009 | -.8064692 .3364888 -2.40 0.017 -1.465975 -.1469632
2010 | -.8347762 .3226738 -2.59 0.010 -1.467205 -.2023471
2011 | -.9288709 .3251345 -2.86 0.004 -1.566123 -.2916189
2012 | -.894516 .326696 -2.74 0.006 -1.534828 -.2542036
|
_cons | 3.227972 .7576384 4.26 0.000 1.743028 4.712916
---------------------+----------------------------------------------------------------
/lnsig2u | 2.549213 .1175276 2.318863 2.779563
---------------------+----------------------------------------------------------------
sigma_u | 3.577293 .2102154 3.18812 4.013972
rho | .7954939 .0191198 .7554724 .8304352
--------------------------------------------------------------------------------------
LR test of rho=0: chibar2(01) = 1270.48 Prob >= chibar2 = 0.000
Code:
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2006 , nolog vce(robust)
note: L2.a041_l2_imput omitted because of collinearity
Logistic regression Number of obs = 622
Wald chi2(11) = 98.63
Prob > chi2 = 0.0000
Log pseudolikelihood = -299.34763 Pseudo R2 = 0.1961
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | -.1112366 .7128861 -0.16 0.876 -1.508468 1.285995
|
a017 |
L2. | -.1826609 .1747374 -1.05 0.296 -.5251399 .1598181
|
a020_new |
L2. | .3366679 .111882 3.01 0.003 .1173832 .5559526
|
Cooperation_i |
L2. | .9712777 .2326144 4.18 0.000 .5153618 1.427194
|
Patents |
L2. | .7099016 .3366658 2.11 0.035 .0500488 1.369754
|
Formal_protection |
L2. | .5488279 .2504874 2.19 0.028 .0578816 1.039774
|
Uncertainty_1 |
L2. | -.6255862 .253396 -2.47 0.014 -1.122233 -.1289391
|
Lack_of_demand_1 |
L2. | -.5590903 .3561561 -1.57 0.116 -1.257143 .1389628
|
a023 |
L2. | .3175696 .2277358 1.39 0.163 -.1287843 .7639235
|
a019 |
L2. | 1.099278 .2124885 5.17 0.000 .6828082 1.515748
|
a018 |
L2. | -.3316308 .2496165 -1.33 0.184 -.8208702 .1576086
|
a041_l2_imput |
L2. | 0 (omitted)
|
_cons | 1.68028 1.05047 1.60 0.110 -.3786031 3.739163
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, replace ctitle(Coeff 2006) label long
EVOLUTION.xls
dir : seeout
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2007 , nolog vce(robust)
Logistic regression Number of obs = 849
Wald chi2(12) = 153.37
Prob > chi2 = 0.0000
Log pseudolikelihood = -415.92454 Pseudo R2 = 0.1889
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | -.2131488 .5382453 -0.40 0.692 -1.26809 .8417927
|
a017 |
L2. | -.1423844 .1533541 -0.93 0.353 -.4429529 .1581841
|
a020_new |
L2. | .271747 .094453 2.88 0.004 .0866226 .4568715
|
Cooperation_i |
L2. | .9360836 .2058198 4.55 0.000 .5326843 1.339483
|
Patents |
L2. | .7979549 .3241309 2.46 0.014 .16267 1.43324
|
Formal_protection |
L2. | .3478325 .2026556 1.72 0.086 -.0493652 .7450301
|
Uncertainty_1 |
L2. | -.1051461 .2141874 -0.49 0.623 -.5249456 .3146534
|
Lack_of_demand_1 |
L2. | -.9149895 .4676112 -1.96 0.050 -1.831491 .0015115
|
a023 |
L2. | .5581436 .2042502 2.73 0.006 .1578206 .9584665
|
a019 |
L2. | .6301086 .1901807 3.31 0.001 .2573613 1.002856
|
a018 |
L2. | -.2777743 .2120486 -1.31 0.190 -.6933819 .1378333
|
a041_l2_imput |
L2. | .6324045 .1150863 5.50 0.000 .4068396 .8579695
|
_cons | -.4679732 .911222 -0.51 0.608 -2.253936 1.317989
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, append ctitle(Coeff 2007) label long
EVOLUTION.xls
dir : seeout
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2008 , nolog vce(robust)
note: L2.a023 omitted because of collinearity
Logistic regression Number of obs = 858
Wald chi2(11) = 169.36
Prob > chi2 = 0.0000
Log pseudolikelihood = -421.62556 Pseudo R2 = 0.2198
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | .2012109 .5021558 0.40 0.689 -.7829963 1.185418
|
a017 |
L2. | -.2305827 .1392882 -1.66 0.098 -.5035826 .0424172
|
a020_new |
L2. | .3378666 .080816 4.18 0.000 .17947 .4962631
|
Cooperation_i |
L2. | 1.076619 .2080259 5.18 0.000 .6688957 1.484342
|
Patents |
L2. | .3903703 .3263694 1.20 0.232 -.2493019 1.030042
|
Formal_protection |
L2. | .771911 .2159984 3.57 0.000 .3485619 1.19526
|
Uncertainty_1 |
L2. | -.310516 .1982328 -1.57 0.117 -.6990452 .0780132
|
Lack_of_demand_1 |
L2. | -.3306299 .4372156 -0.76 0.450 -1.187557 .5262969
|
a023 |
L2. | 0 (omitted)
|
a019 |
L2. | .8938054 .1816854 4.92 0.000 .5377086 1.249902
|
a018 |
L2. | -.2981233 .2014168 -1.48 0.139 -.6928931 .0966464
|
a041_l2_imput |
L2. | .4350123 .0974972 4.46 0.000 .2439212 .6261033
|
_cons | -.359421 .7880703 -0.46 0.648 -1.90401 1.185168
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, append ctitle(Coeff 2008) label long
EVOLUTION.xls
dir : seeout
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2009 , nolog vce(robust)
note: L2.a023 omitted because of collinearity
Logistic regression Number of obs = 756
Wald chi2(11) = 166.93
Prob > chi2 = 0.0000
Log pseudolikelihood = -368.57698 Pseudo R2 = 0.2362
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | -.9807419 .5967298 -1.64 0.100 -2.150311 .188827
|
a017 |
L2. | -.044206 .1611352 -0.27 0.784 -.3600251 .2716131
|
a020_new |
L2. | .5807934 .1077796 5.39 0.000 .3695493 .7920376
|
Cooperation_i |
L2. | 1.043581 .2214448 4.71 0.000 .6095571 1.477605
|
Patents |
L2. | .2375545 .3195208 0.74 0.457 -.3886947 .8638038
|
Formal_protection |
L2. | .4818765 .2320089 2.08 0.038 .0271475 .9366055
|
Uncertainty_1 |
L2. | -.1946339 .2192723 -0.89 0.375 -.6243997 .2351319
|
Lack_of_demand_1 |
L2. | -.4896681 .5697698 -0.86 0.390 -1.606396 .6270602
|
a023 |
L2. | 0 (omitted)
|
a019 |
L2. | 1.022031 .2042504 5.00 0.000 .6217072 1.422354
|
a018 |
L2. | -.0132281 .222954 -0.06 0.953 -.4502098 .4237537
|
a041_l2_imput |
L2. | .3620461 .1014231 3.57 0.000 .1632604 .5608318
|
_cons | 1.992083 .9781928 2.04 0.042 .0748608 3.909306
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, append ctitle(Coeff 2009) label long
EVOLUTION.xls
dir : seeout
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2010 , nolog vce(robust)
Logistic regression Number of obs = 737
Wald chi2(12) = 196.00
Prob > chi2 = 0.0000
Log pseudolikelihood = -344.01382 Pseudo R2 = 0.2670
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | -.1034403 .561866 -0.18 0.854 -1.204677 .9977969
|
a017 |
L2. | -.2056485 .1362254 -1.51 0.131 -.4726454 .0613484
|
a020_new |
L2. | .4356376 .1085408 4.01 0.000 .2229015 .6483737
|
Cooperation_i |
L2. | 1.204631 .2278846 5.29 0.000 .7579853 1.651277
|
Patents |
L2. | 1.136678 .3898595 2.92 0.004 .3725671 1.900788
|
Formal_protection |
L2. | .3959672 .2525748 1.57 0.117 -.0990703 .8910047
|
Uncertainty_1 |
L2. | -.3183775 .2300575 -1.38 0.166 -.7692819 .1325269
|
Lack_of_demand_1 |
L2. | -.6298557 .432337 -1.46 0.145 -1.477221 .2175093
|
a023 |
L2. | .2793232 .2246197 1.24 0.214 -.1609232 .7195696
|
a019 |
L2. | 1.258281 .2069898 6.08 0.000 .852588 1.663973
|
a018 |
L2. | -.2595075 .2348023 -1.11 0.269 -.7197114 .2006965
|
a041_l2_imput |
L2. | .0141612 .0654346 0.22 0.829 -.1140883 .1424107
|
_cons | 1.809871 .9399449 1.93 0.054 -.0323868 3.652129
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, append ctitle(Coeff 2010) label long
EVOLUTION.xls
dir : seeout
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2011 , nolog vce(robust)
Logistic regression Number of obs = 741
Wald chi2(12) = 176.74
Prob > chi2 = 0.0000
Log pseudolikelihood = -363.59203 Pseudo R2 = 0.2428
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | -.0690211 .4919949 -0.14 0.888 -1.033313 .8952711
|
a017 |
L2. | -.2527411 .1226367 -2.06 0.039 -.4931047 -.0123775
|
a020_new |
L2. | .4470355 .0947164 4.72 0.000 .2613948 .6326762
|
Cooperation_i |
L2. | .5992232 .2212969 2.71 0.007 .1654892 1.032957
|
Patents |
L2. | .822962 .3363063 2.45 0.014 .1638137 1.48211
|
Formal_protection |
L2. | .1968315 .2370152 0.83 0.406 -.2677097 .6613727
|
Uncertainty_1 |
L2. | -.3404033 .20806 -1.64 0.102 -.7481934 .0673869
|
Lack_of_demand_1 |
L2. | -.9143127 .4489594 -2.04 0.042 -1.794257 -.0343686
|
a023 |
L2. | .3892406 .2134405 1.82 0.068 -.0290952 .8075764
|
a019 |
L2. | 1.421359 .210311 6.76 0.000 1.009157 1.833561
|
a018 |
L2. | -.179748 .210217 -0.86 0.393 -.5917658 .2322698
|
a041_l2_imput |
L2. | .0699654 .0694212 1.01 0.314 -.0660976 .2060283
|
_cons | 1.827838 .8373989 2.18 0.029 .1865661 3.46911
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, append ctitle(Coeff 2011) label long
EVOLUTION.xls
dir : seeout
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.Cooperation_i l2.Patents l2.Formal_protection l2.Uncertainty_1 l2.Lack_of_demand_1 l2.a023 l2.a019 l2.a018 l2.a041_l2_imput if KIBS==1 & anyo==2012 , nolog vce(robust)
Logistic regression Number of obs = 728
Wald chi2(12) = 167.01
Prob > chi2 = 0.0000
Log pseudolikelihood = -354.92664 Pseudo R2 = 0.2431
-----------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------------------+----------------------------------------------------------------
a016 |
L2. | .0494455 .5085783 0.10 0.923 -.9473496 1.046241
|
a017 |
L2. | -.2832533 .1255205 -2.26 0.024 -.529269 -.0372376
|
a020_new |
L2. | .3940466 .1038325 3.80 0.000 .1905387 .5975545
|
Cooperation_i |
L2. | 1.05619 .2170891 4.87 0.000 .6307034 1.481677
|
Patents |
L2. | 1.16947 .4051364 2.89 0.004 .3754171 1.963523
|
Formal_protection |
L2. | .400208 .2541834 1.57 0.115 -.0979824 .8983983
|
Uncertainty_1 |
L2. | -.1346875 .2083407 -0.65 0.518 -.5430279 .2736528
|
Lack_of_demand_1 |
L2. | .1489476 .5305875 0.28 0.779 -.8909848 1.18888
|
a023 |
L2. | .2460763 .2080506 1.18 0.237 -.1616953 .6538478
|
a019 |
L2. | 1.082133 .2151312 5.03 0.000 .6604835 1.503782
|
a018 |
L2. | -.1220714 .2173202 -0.56 0.574 -.5480111 .3038684
|
a041_l2_imput |
L2. | .1477079 .068884 2.14 0.032 .0126977 .2827181
|
_cons | 1.16257 .8887304 1.31 0.191 -.57931 2.904449
-----------------------------------------------------------------------------------
. . outreg2 using EVOLUTION.xls, append ctitle(Coeff 2012) label long
EVOLUTION.xls
dir : seeout
.
end of do-file
. do "C:\Users\ragucar\AppData\Local\Temp\STD04000000.tmp"
. . logit a001 l2.a016 l2.a017 l2.a020_new l2.i.Cooperation_i l2.i.Patents l2.i.Formal_protection l2.i.Uncertainty_1 l2.i.Lack_of_demand_1 l2.i.a023 l2.i.a019 l2.i.a018 l2.a041_l2_imput if KIBS==1 & anyo==2006 , nolog vce(robust)
note: L2.a041_l2_imput omitted because of collinearity
Logistic regression Number of obs = 622
Wald chi2(11) = 98.63
Prob > chi2 = 0.0000
Log pseudolikelihood = -299.34763 Pseudo R2 = 0.1961
--------------------------------------------------------------------------------------
| Robust
a001 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------------------+----------------------------------------------------------------
a016 |
L2. | -.1112366 .7128861 -0.16 0.876 -1.508468 1.285995
|
a017 |
L2. | -.1826609 .1747374 -1.05 0.296 -.5251399 .1598181
|
a020_new |
L2. | .3366679 .111882 3.01 0.003 .1173832 .5559526
|
L2.Cooperation_i |
1 | .9712777 .2326144 4.18 0.000 .5153618 1.427194
|
L2.Patents |
1 | .7099016 .3366658 2.11 0.035 .0500488 1.369754
|
L2.Formal_protection |
1 | .5488279 .2504874 2.19 0.028 .0578816 1.039774
|
L2.Uncertainty_1 |
1 | -.6255862 .253396 -2.47 0.014 -1.122233 -.1289391
|
L2.Lack_of_demand_1 |
1 | -.5590903 .3561561 -1.57 0.116 -1.257143 .1389628
|
L2.a023 |
1 | .3175696 .2277358 1.39 0.163 -.1287843 .7639235
|
L2.a019 |
1 | 1.099278 .2124885 5.17 0.000 .6828082 1.515748
|
L2.a018 |
1 | -.3316308 .2496165 -1.33 0.184 -.8208702 .1576086
|
a041_l2_imput |
L2. | 0 (omitted)
|
_cons | 1.68028 1.05047 1.60 0.110 -.3786031 3.739163
--------------------------------------------------------------------------------------
Rocio
0 Response to Significant variable in panel regression but not in regression year by year
Post a Comment