I am very new stata, please pardon me if i sound stupid. I rana regression with xtreg fixed effect with robust stantdard error. I am not getting any F-values. Please advise me how can i correct it.
following is the code and output:
xtreg nim to fo to_fo deposits_ta ilnplgl eta noniigr log_ta cir gdp inf i.country_enc##i.year, fe vce(robust)
note: 2.country_enc omitted because of collinearity
note: 3.country_enc omitted because of collinearity
note: 4.country_enc omitted because of collinearity
note: 5.country_enc omitted because of collinearity
note: 6.country_enc omitted because of collinearity
note: 2.country_enc#2015.year omitted because of collinearity
note: 6.country_enc#2012.year omitted because of collinearity
note: 6.country_enc#2013.year omitted because of collinearity
note: 6.country_enc#2014.year omitted because of collinearity
note: 6.country_enc#2015.year omitted because of collinearity
Fixed-effects (within) regression Number of obs = 664
Group variable: indexnumber Number of groups = 91
R-sq: Obs per group:
within = 0.4285 min = 1
between = 0.0301 avg = 7.3
overall = 0.0177 max = 9
F(52,90) = .
corr(u_i, Xb) = -0.9825 Prob > F = .
(Std. Err. adjusted for 91 clusters in indexnumber)
Robust
nim Coef. Std. Err. t P>t [95% Conf. Interval]
to 1.255876 .5382938 2.33 0.022 .1864617 2.325291
fo 52.96379 21.99281 2.41 0.018 9.271228 96.65636
to_fo -.6382428 .276699 -2.31 0.023 -1.187954 -.0885319
deposits_ta .0237399 .0133812 1.77 0.079 -.0028442 .0503241
ilnplgl .0781159 .0590603 1.32 0.189 -.0392176 .1954494
eta .0877079 .0388741 2.26 0.026 .0104778 .1649381
noniigr -.0295204 .0103156 -2.86 0.005 -.0500141 -.0090267
log_ta .9934426 .6449867 1.54 0.127 -.2879361 2.274821
cir .0006089 .0030228 0.20 0.841 -.0053965 .0066143
gdp -.2868968 .1162933 -2.47 0.016 -.5179337 -.05586
inf -.725627 .2901574 -2.50 0.014 -1.302075 -.1491786
country_enc
BH 0 (omitted)
KW 0 (omitted)
OM 0 (omitted)
QA 0 (omitted)
SA 0 (omitted)
year
2008 3.681293 1.57233 2.34 0.021 .5575856 6.805
2009 -4.802538 1.76613 -2.72 0.008 -8.311264 -1.293812
2010 -2.986004 1.018095 -2.93 0.004 -5.008628 -.9633809
2011 1.681272 1.153676 1.46 0.149 -.6107067 3.97325
2012 5.014927 2.676075 1.87 0.064 -.3015633 10.33142
2013 5.453898 2.911113 1.87 0.064 -.3295357 11.23733
2014 5.992145 3.198673 1.87 0.064 -.3625764 12.34687
2015 9.797602 4.86684 2.01 0.047 .1287741 19.46643
country_enc#year
BH#2008 -1.590107 1.116315 -1.42 0.158 -3.807862 .6276489
BH#2009 6.762221 2.849444 2.37 0.020 1.101302 12.42314
BH#2010 4.718013 2.151318 2.19 0.031 .4440452 8.991981
BH#2011 11.80396 5.579555 2.12 0.037 .7192008 22.88872
BH#2012 14.00803 6.468143 2.17 0.033 1.157937 26.85813
BH#2013 15.62937 7.140021 2.19 0.031 1.444476 29.81427
BH#2014 10.44497 4.645631 2.25 0.027 1.215609 19.67432
BH#2015 0 (omitted)
KW#2008 -.9938968 .6607788 -1.50 0.136 -2.306649 .3188556
KW#2009 2.016586 .8360217 2.41 0.018 .3556827 3.677489
KW#2010 -3.592654 1.777485 -2.02 0.046 -7.123937 -.061371
KW#2011 -5.220124 2.617954 -1.99 0.049 -10.42115 -.019102
KW#2012 -11.93304 5.444058 -2.19 0.031 -22.74861 -1.117467
KW#2013 -12.22739 5.582161 -2.19 0.031 -23.31733 -1.137451
KW#2014 -14.28755 6.450839 -2.21 0.029 -27.10327 -1.471832
KW#2015 -17.3921 7.822955 -2.22 0.029 -32.93377 -1.850436
OM#2008 1.422949 .6512566 2.18 0.031 .1291136 2.716783
OM#2009 .639456 .4175157 1.53 0.129 -.1900119 1.468924
OM#2010 3.273371 1.404909 2.33 0.022 .4822747 6.064467
OM#2011 -.1204118 .5244058 -0.23 0.819 -1.162235 .9214118
OM#2012 -4.497804 2.026926 -2.22 0.029 -8.524646 -.4709624
OM#2013 -5.284617 2.096766 -2.52 0.013 -9.450209 -1.119024
OM#2014 -9.347664 3.947663 -2.37 0.020 -17.19039 -1.504943
OM#2015 -15.73905 6.828109 -2.31 0.023 -29.30428 -2.173821
QA#2008 -4.89923 2.117082 -2.31 0.023 -9.105184 -.6932768
QA#2009 -15.64697 6.491666 -2.41 0.018 -28.54379 -2.75014
QA#2010 -11.4837 4.863722 -2.36 0.020 -21.14633 -1.821064
QA#2011 -12.17413 5.056877 -2.41 0.018 -22.22049 -2.127756
QA#2012 -16.73995 6.711824 -2.49 0.014 -30.07416 -3.405741
QA#2013 -17.85967 7.228353 -2.47 0.015 -32.22006 -3.499289
QA#2014 -19.40116 7.929745 -2.45 0.016 -35.15498 -3.647341
QA#2015 -25.97281 10.74476 -2.42 0.018 -47.31914 -4.626475
SA#2008 .5516365 .3903445 1.41 0.161 -.2238509 1.327124
SA#2009 8.842405 3.810767 2.32 0.023 1.271651 16.41316
SA#2010 10.24259 4.422587 2.32 0.023 1.456345 19.02883
SA#2011 5.881292 2.505673 2.35 0.021 .9033342 10.85925
SA#2012 0 (omitted)
SA#2013 0 (omitted)
SA#2014 0 (omitted)
SA#2015 0 (omitted)
_cons -113.7222 45.00304 -2.53 0.013 -203.1286 -24.31586
sigma_u 10.70542
sigma_e .83403192
rho .99396705 (fraction of variance due to u_i)
0 Response to F test values are missing, I tried to understand it from the previous post but could not get it.
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