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xtset id year
panel variable: id (strongly balanced)
time variable: year, 87 to 93, but with gaps
delta: 1 unit
Robust
mrdrte Coef. Std. Err. t P>|t| [95% Conf. Interval]
F(3,99) = 1.10
corr(u_i, Xb) = -0.1275 Prob > F = 0.3545
sigma_u 8.8485662
sigma_e 3.580676
rho .85929026 (fraction of variance due to u_i)
F test that all u_i=0: F(50, 99) = 16.80 Prob > F = 0.0000
F(3,99) = 1.10
corr(u_i, Xb) = -0.1275 Prob > F = 0.3545
sigma_u 8.8485662
sigma_e 3.580676
rho .85929026 (fraction of variance due to u_i)
F test that all u_i=0: F(50, 99) = 16.80 Prob > F = 0.0000
. xtreg mrdrte d93 exec unem,fe
F(3,99) = 1.10
corr(u_i, Xb) = -0.1275 Prob > F = 0.3545
sigma_u 8.8485662
sigma_e 3.580676
rho .85929026 (fraction of variance due to u_i)
F test that all u_i=0: F(50, 99) = 16.80 Prob > F = 0.0000
. estimates store fe
sigma_u 8.1971161
sigma_e 3.580676
rho .83976243 (fraction of variance due to u_i)
. estimates store re
. xttest0
Estimated results:
Var sd = sqrt(Var)
Test: Var(u) = 0
chibar2(01) = 98.73
Prob > chibar2 = 0.0000
. hausman fe re
Coefficients
(b) (B) (b-B) sqrt(diag(V_b-V_B))
fe re Difference S.E.
chi2(3) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 7.88
Prob>chi2 = 0.0485
(V_b-V_B is not positive definite)