I'm want run a regression analysis on panel data from a time period 1997-2015. I ran the following two codes (one with vce robust option, one without)
Code:
xtreg returnoninvestment pat_yr maactive maactive#c.pat_yr totalma2 emp at i.fyear i.sic2d, re
Code:
xtreg returnoninvestment pat_yr maactive maactive#c.pat_yr totalma2 emp at i.fyear i.sic2d, vce (robust)
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long gvkey float returnoninvestment double pat_yr float(maactive totalma2) double(emp at fyear) byte sic2d 1078 48.01397 195.5 0 0 54.487 12061.068 1997 38 1078 44.20482 172.5 0 0 56.236 13216.213 1998 38 1078 38.035473 152.5 1 1 57.1 14471.044 1999 38 1078 33.813366 130.5 1 1 60.571 15283.254 2000 38 1078 26.41248 136 1 2 71.426 23296.423 2001 38 1078 26.380386 134.5 1 3 71.819 24259.102 2002 38 1078 25.20349 128.5 1 4 72.181 26715.342 2003 38 1078 23.309574 99.5 1 5 60.6 28767.494 2004 38 1078 25.467196 64.5 1 5 59.735 29141.203 2005 38 1078 23.073746 178 1 6 66.663 36178.172 2006 38 1078 20.25775 153.5 1 7 68 39713.924 2007 38 1078 24.72846 170.5 1 7 69 42419.204 2008 38 1078 20.20704 212.5 1 8 73 52416.623 2009 38 1078 22.96796 480 1 9 90 59462.266 2010 38 1078 24.603336 630 1 10 91 60276.893 2011 38 1078 21.790276 692.5 1 11 91 67234.944 2012 38 1078 9.331705 674 1 12 69 42953 2013 38 1078 11.68603 573.5 1 13 77 41275 2014 38 1078 12.398426 465.5 1 14 74 41247 2015 38 1104 12.102242 6 1 1 .303 79.308 2014 34 1104 11.211775 0 1 1 .342 81.421 2015 34 1161 -3.367206 273.5 0 0 12.8 3515.271 1997 36 1161 -4.845113 556 0 0 13.8 4252.968 1998 36 1161 -8.298296 830 0 0 13.387 4377.698 1999 36 1161 20.479486 1053 0 0 14.696 5767.735 2000 36 1161 .8975403 1091.5 0 0 14.415 5647.242 2001 36 1161 -20.079834 1153.8333740234375 1 1 12.146 5619.181 2002 36 1161 -4.891128 908 1 2 14.3 7094.345 2003 36 1161 4.1479573 812.5 1 2 15.9 7844.21 2004 36 1161 5.039897 539.5 1 2 9.86 7287.779 2005 36 1161 4.1140866 510 1 3 16.5 13147 2006 36 1161 -14.615013 339.5 1 3 16.42 11550 2007 36 1161 -20.21299 235 1 3 14.7 7675 2008 36 1161 -8.584337 246.5 1 3 13.4 9078 2009 36 1161 15.370196 230.8333282470703 1 3 11.1 4964 2010 36 1161 15.880654 253 1 3 11.093 4954 2011 36 1161 1.2038835 262 1 4 10.34 4000 2012 36 1161 3.343824 287 1 4 10.671 4337 2013 36 1161 6.705671 297.8333282470703 1 4 9.687 3767 2014 36 1161 -19.69136 246 1 4 9.139 3109 2015 36 1209 13.899348 72.5 1 1 16.4 7244.1 1997 28 1209 16.468351 82 1 2 16.7 7489.6 1998 28 1209 14.267895 87 1 2 17.4 8235.5 1999 28 1209 15.012787 105 1 2 17.5 8270.5 2000 28 1209 15.262887 87 1 3 17.8 8084.1 2001 28 1209 13.40005 77 1 4 17.2 8495 2002 28 1209 11.73117 105.5 1 5 18.5 9431.9 2003 28 1209 12.459675 77 1 6 19.9 10040.4 2004 28 1209 14.033336 61.5 1 6 20.2 10408.8 2005 28 1209 13.72897 71.5 1 7 20.7 11180.7 2006 28 1209 15.47853 73.5 1 8 22.1 12659.5 2007 28 1209 17.16711 74 1 9 21.1 12571.3 2008 28 1209 13.350144 62 1 9 18.9 13029.1 2009 28 1209 15.42095 62 1 10 18.3 13505.9 2010 28 1209 16.50078 58.5 1 11 18.9 14290.7 2011 28 1209 12.84138 87 1 12 21.3 16941.8 2012 28 1209 11.941256 92 1 13 21.6 17850.1 2013 28 1209 12.69443 81 1 14 21.2 17779.1 2014 28 1209 16.507212 63 1 14 19.7 17438.1 2015 28 1234 3.0086274 1 0 0 .386 60.942 1997 38 1234 3.198363 4.5 0 0 .461 60.415 1998 38 1234 5.880355 5.5 0 0 .443 64.64 1999 38 1234 8.2584505 5 0 0 .441 63.69 2000 38 1234 10.337478 2 0 0 .443 64.287 2001 38 1234 11.113247 1 0 0 .42 60.807 2002 38 1234 14.16007 0 0 0 .427 60.05 2003 38 1234 16.055586 2 0 0 .456 67.408 2004 38 1234 19.710047 1 0 0 .493 78.47 2005 38 1234 17.422897 1 0 0 .486 95.772 2006 38 1234 21.99972 0 0 0 .492 99.313 2007 38 1234 22.781183 1 0 0 .485 115.353 2008 38 1234 22.267435 0 0 0 .465 132.749 2009 38 1234 26.56302 1 0 0 .437 134.652 2010 38 1234 27.55534 2 0 0 .458 161.895 2011 38 1234 24.93992 7 0 0 .459 155.81 2012 38 1234 25.466797 0 0 0 .485 172.066 2013 38 1234 27.289564 0 0 0 .483 171.514 2014 38 1234 29.500755 0 0 0 .489 164.336 2015 38 1300 29.40546 191 0 0 70.5 13707 1997 99 1300 28.96796 241 0 0 70.4 15560 1998 99 1300 29.585747 408 0 0 120 23527 1999 99 1300 26.58998 496 1 1 125 25175 2000 99 1300 19.76836 535 1 2 115 24226 2001 99 1300 18.381706 558 1 3 108 27559 2002 99 1300 13.98343 531 1 4 108 29344 2003 99 1300 15.312317 641 1 5 109 31062 2004 99 1300 19.86607 535 1 6 116 32294 2005 99 1300 26.003376 650 1 7 118 30941 2006 99 1300 29.14418 640 1 8 122 33805 2007 99 1300 34.791603 799 1 9 128 35490 2008 99 1300 25.39474 873.5 1 10 122 36004 2009 99 1300 22.572845 1111 1 11 130 37834 2010 99 1300 18.652647 1059 1 11 132 39808 2011 99 1300 23.45232 1126 1 12 132 41853 2012 99 1300 25.11101 1039.5 1 13 131 45435 2013 99 1300 26.73292 1095.5 1 14 127 45451 2014 99 1300 30.39321 1176 1 15 129 49316 2015 99 1327 20.34571 2 0 0 .84 76.929 1997 36 1327 23.92722 0 0 0 .94 106.681 1998 36 1327 13.62236 1 0 0 1.09 259.104 1999 36 end
0 Response to Panal data regression with vce robust
Post a Comment