Dear



I use the panel regressions using augmented mean group (AMG) method, I add the dummy variables and interact it with my independent variables but the analysis give me insignificant results in all my dependent variables with the interaction terms ?? can you explain it for me why the results insignificant in statistical way???



PHP Code:
 xtmg dTotalRevenueProptionGDP indep1 indep2 indep3 inter_indep1 inter_indep2 inter_indep3 ldlnrer ldlnGDP , aug robust trend


Augmented Mean Group estimator (Bond & Eberhardt, 2009; Eberhardt & Teal, 2010)

Common dynamic process included as additional regressor
All coefficients represent averages across groups (group variable: CountryID)
Coefficient averages computed as outlier-robust means (using rreg)

Mean Group type estimation                              Number of obs =    792
AMG                                                     Wald chi2(8)  =  35.05
                                                        Prob > chi2   = 0.0000

------------------------------------------------------------------------------
dTotalReve~P | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
      indep1 |  -.0028017   .0122874    -0.23   0.820    -.0268846    .0212812
      indep2 |   .0166705    .005728     2.91   0.004     .0054439    .0278971
      indep3 |    .056705   .0115252     4.92   0.000     .0341161    .0792939
inter_indep1 |  -.0099015   .0279472    -0.35   0.723     -.064677    .0448739
inter_indep2 |   .0102204   .0131027     0.78   0.435    -.0154604    .0359011
inter_indep3 |   .0003112   .0104792     0.03   0.976    -.0202277      .02085
     ldlnrer |   .0183941   .0172272     1.07   0.286    -.0153705    .0521588
     ldlnGDP |   .0097457   .0145741     0.67   0.504    -.0188189    .0383104
       c_d_p |   .8662274   .1733312     5.00   0.000     .5265045     1.20595
       trend |   1.81e-06   .0001344     0.01   0.989    -.0002615    .0002652
       _cons |  -.0101629   .0053661    -1.89   0.058    -.0206804    .0003545
------------------------------------------------------------------------------
Root Mean Squared Error (sigma): 0.0320
(RMSE uses residuals from group-specific regressions: unaffected by 'robust').
Variable c_d_p refers to the common dynamic process.
Variable trend refers to the group-specific linear trend terms.
Share of group-specific trends significant at 5% level: 0.000 (= 0 trends)

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