Hi all,
I am currently working on a project and have difficulties with storing the data. When I am storing the data using the function "eststo" it changes the results of my regression. Specifically, it changes everything (standard deviation, P and t values) except the coefficients. See below:
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
name: <unnamed>
log: \\Client\C$\Users\student\Desktop\Direct Study\data\STATA problem.log
log type: text
opened on: 8 Dec 2016, 11:30:00
. xtreg GDPG LNGDP EXP FDI EDUC POP INVRD GCF, fe robust
Fixed-effects (within) regression Number of obs = 83
Group variable: CountryCode Number of groups = 23
R-sq: within = 0.6644 Obs per group: min = 1
between = 0.0804 avg = 3.6
overall = 0.0936 max = 4
F(7,22) = 26.24
corr(u_i, Xb) = -0.9477 Prob > F = 0.0000
(Std. Err. adjusted for 23 clusters in CountryCode)
------------------------------------------------------------------------------
| Robust
GDPG | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
LNGDP | -.1297429 .0201493 -6.44 0.000 -.1715299 -.0879559
EXP | -.0338266 .0252643 -1.34 0.194 -.0862216 .0185685
FDI | .0050209 .0493636 0.10 0.920 -.097353 .1073948
EDUC | .0218236 .007606 2.87 0.009 .0060497 .0375974
POP | .2998529 .789584 0.38 0.708 -1.337644 1.93735
INVRD | -.4441794 1.02773 -0.43 0.670 -2.575561 1.687202
GCF | -.0089912 .057829 -0.16 0.878 -.1289211 .1109388
_cons | 1.033336 .1262254 8.19 0.000 .7715602 1.295111
-------------+----------------------------------------------------------------
sigma_u | .09347286
sigma_e | .02416974
rho | .93732922 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. eststo: xtreg GDPG LNGDP EXP FDI EDUC POP INVRD GCF, fe robust
Fixed-effects (within) regression Number of obs = 83
Group variable: CountryCode Number of groups = 23
R-sq: within = 0.6644 Obs per group: min = 1
between = 0.0804 avg = 3.6
overall = 0.0936 max = 4
F(7,22) = 18.54
corr(u_i, Xb) = -0.9477 Prob > F = 0.0000
(Std. Err. adjusted for 23 clusters in CountryCode)
------------------------------------------------------------------------------
| Robust
GDPG | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
LNGDP | -.1297429 .0239691 -5.41 0.000 -.1794518 -.080034
EXP | -.0338266 .0300539 -1.13 0.272 -.0961545 .0285014
FDI | .0050209 .0587219 0.09 0.933 -.1167608 .1268026
EDUC | .0218236 .0090479 2.41 0.025 .0030594 .0405878
POP | .2998529 .9392713 0.32 0.753 -1.648077 2.247782
INVRD | -.4441794 1.222564 -0.36 0.720 -2.979622 2.091263
GCF | -.0089912 .068792 -0.13 0.897 -.1516571 .1336748
_cons | 1.033336 .1501549 6.88 0.000 .7219335 1.344738
-------------+----------------------------------------------------------------
sigma_u | .09347286
sigma_e | .02416974
rho | .93732922 (fraction of variance due to u_i)
------------------------------------------------------------------------------
(est1 stored)
. log close
name: <unnamed>
log: \\Client\C$\Users\student\Desktop\Direct Study\data\STATA problem.log
log type: text
closed on: 8 Dec 2016, 11:30:51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
(Sorry I am new to this forum and did not know how to upload the file properly)
Does anyone have any suggestions? or is it a problem with the system?
Thank you for your help!
I am currently working on a project and have difficulties with storing the data. When I am storing the data using the function "eststo" it changes the results of my regression. Specifically, it changes everything (standard deviation, P and t values) except the coefficients. See below:
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
name: <unnamed>
log: \\Client\C$\Users\student\Desktop\Direct Study\data\STATA problem.log
log type: text
opened on: 8 Dec 2016, 11:30:00
. xtreg GDPG LNGDP EXP FDI EDUC POP INVRD GCF, fe robust
Fixed-effects (within) regression Number of obs = 83
Group variable: CountryCode Number of groups = 23
R-sq: within = 0.6644 Obs per group: min = 1
between = 0.0804 avg = 3.6
overall = 0.0936 max = 4
F(7,22) = 26.24
corr(u_i, Xb) = -0.9477 Prob > F = 0.0000
(Std. Err. adjusted for 23 clusters in CountryCode)
------------------------------------------------------------------------------
| Robust
GDPG | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
LNGDP | -.1297429 .0201493 -6.44 0.000 -.1715299 -.0879559
EXP | -.0338266 .0252643 -1.34 0.194 -.0862216 .0185685
FDI | .0050209 .0493636 0.10 0.920 -.097353 .1073948
EDUC | .0218236 .007606 2.87 0.009 .0060497 .0375974
POP | .2998529 .789584 0.38 0.708 -1.337644 1.93735
INVRD | -.4441794 1.02773 -0.43 0.670 -2.575561 1.687202
GCF | -.0089912 .057829 -0.16 0.878 -.1289211 .1109388
_cons | 1.033336 .1262254 8.19 0.000 .7715602 1.295111
-------------+----------------------------------------------------------------
sigma_u | .09347286
sigma_e | .02416974
rho | .93732922 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. eststo: xtreg GDPG LNGDP EXP FDI EDUC POP INVRD GCF, fe robust
Fixed-effects (within) regression Number of obs = 83
Group variable: CountryCode Number of groups = 23
R-sq: within = 0.6644 Obs per group: min = 1
between = 0.0804 avg = 3.6
overall = 0.0936 max = 4
F(7,22) = 18.54
corr(u_i, Xb) = -0.9477 Prob > F = 0.0000
(Std. Err. adjusted for 23 clusters in CountryCode)
------------------------------------------------------------------------------
| Robust
GDPG | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
LNGDP | -.1297429 .0239691 -5.41 0.000 -.1794518 -.080034
EXP | -.0338266 .0300539 -1.13 0.272 -.0961545 .0285014
FDI | .0050209 .0587219 0.09 0.933 -.1167608 .1268026
EDUC | .0218236 .0090479 2.41 0.025 .0030594 .0405878
POP | .2998529 .9392713 0.32 0.753 -1.648077 2.247782
INVRD | -.4441794 1.222564 -0.36 0.720 -2.979622 2.091263
GCF | -.0089912 .068792 -0.13 0.897 -.1516571 .1336748
_cons | 1.033336 .1501549 6.88 0.000 .7219335 1.344738
-------------+----------------------------------------------------------------
sigma_u | .09347286
sigma_e | .02416974
rho | .93732922 (fraction of variance due to u_i)
------------------------------------------------------------------------------
(est1 stored)
. log close
name: <unnamed>
log: \\Client\C$\Users\student\Desktop\Direct Study\data\STATA problem.log
log type: text
closed on: 8 Dec 2016, 11:30:51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
(Sorry I am new to this forum and did not know how to upload the file properly)
Does anyone have any suggestions? or is it a problem with the system?
Thank you for your help!