---------------------------------------------------------------------------------------------------------- name: log: c:\users\john\documents\teach\ox_course\ghq_ex.log log type: text opened on: 29 Feb 2012, 07:17:51 . ge agesq=age*age . /***CREATE INDICATOR FOR CONSECUTIVE WAVES***/ . sort pid wave . by pid: ge conwave=1 if wave-wave[_n-1]==1 (36175 missing values generated) . by pid: replace conwave=0 if wave-wave[_n-1]>1 (36175 real changes made) . . /***Generate lagged value of log income***/ . by pid: ge lfihhmn_1=lfihhmn[_n-1] if conwave==1 (38560 missing values generated) . . /***Describe data***/ . xtset pid wave panel variable: pid (unbalanced) time variable: wave, 1 to 18, but with gaps delta: 1 unit . xtsum ghq36 ghq12 age sex mastat nchild retired unemploy employ lfihhmn ave1_5 Variable | Mean Std. Dev. Min Max | Observations -----------------+--------------------------------------------+---------------- ghq36 overall | 11.21427 5.393513 1 36 | N = 205852 between | 4.400319 1 36 | n = 30397 within | 3.770068 -10.9524 37.44956 | T-bar = 6.77212 | | ghq12 overall | 3.947348 3.168299 1 12 | N = 99161 between | 2.347383 1 12 | n = 24246 within | 2.331526 -5.365152 13.32235 | T-bar = 4.08979 | | age overall | 45.33696 18.62148 15 101 | N = 236273 between | 19.67153 15 97.33333 | n = 32270 within | 3.833412 -7.844861 60.27813 | T-bar = 7.32175 | | sex overall | 1.538305 .4985316 1 2 | N = 236273 between | .4994381 1 2 | n = 32270 within | 0 1.538305 1.538305 | T-bar = 7.32175 | | mastat overall | 2.541954 2.015652 1 6 | N = 236273 between | 2.074637 1 6 | n = 32270 within | .813268 -2.180269 7.264176 | T-bar = 7.32175 | | nchild overall | .5138463 .9353532 0 9 | N = 236273 between | .8189212 0 9 | n = 32270 within | .4580461 -4.486154 4.013846 | T-bar = 7.32175 | | retired overall | .2022552 .4016824 0 1 | N = 235811 between | .3526737 0 1 | n = 32180 within | .1827899 -.7421892 1.1467 | T-bar = 7.32787 | | unemploy overall | .038234 .1917611 0 1 | N = 235811 between | .1735906 0 1 | n = 32180 within | .1498548 -.899266 .9826785 | T-bar = 7.32787 | | employ overall | .5706222 .4949884 0 1 | N = 235811 between | .441616 0 1 | n = 32180 within | .2725247 -.3738222 1.515067 | T-bar = 7.32787 | | lfihhmn overall | 7.273857 .8069312 -3.214006 10.99819 | N = 232028 between | .7094962 -2.563508 10.11296 | n = 32103 within | .4853282 -3.080746 13.04473 | T-bar = 7.22761 | | ave1_5 overall | 7.296819 .6724777 .4007484 9.968183 | N = 109989 between | .6511273 1.47328 9.19094 | n = 16132 within | .2436514 3.922099 10.2084 | T-bar = 6.81806 . xttab unemploy Overall Between Within unemploy | Freq. Percent Freq. Percent Percent ----------+----------------------------------------------------- 0 | 226795 96.18 31533 97.99 96.66 1 | 9016 3.82 4968 15.44 34.23 ----------+----------------------------------------------------- Total | 235811 100.00 36501 113.43 88.16 (n = 32180) . xttab retired Overall Between Within retired | Freq. Percent Freq. Percent Percent ----------+----------------------------------------------------- 0 | 188117 79.77 28492 88.54 92.96 1 | 47694 20.23 7655 23.79 74.37 ----------+----------------------------------------------------- Total | 235811 100.00 36147 112.33 89.03 (n = 32180) . xttab employ Overall Between Within employ | Freq. Percent Freq. Percent Percent ----------+----------------------------------------------------- 0 | 101252 42.94 20921 65.01 73.10 1 | 134559 57.06 21077 65.50 80.11 ----------+----------------------------------------------------- Total | 235811 100.00 41998 130.51 76.62 (n = 32180) . ge other=1 if employ==0 & unemploy==0 & retired==0 (191731 missing values generated) . replace other=0 if employ==1 | unemploy==1 | retired==1 (191269 real changes made) . . xttrans unemploy | unemployed unemployed | 0 1 | Total -----------+----------------------+---------- 0 | 97.85 2.15 | 100.00 1 | 61.80 38.20 | 100.00 -----------+----------------------+---------- Total | 96.53 3.47 | 100.00 . xttrans retired | retired retired | 0 1 | Total -----------+----------------------+---------- 0 | 96.94 3.06 | 100.00 1 | 6.28 93.72 | 100.00 -----------+----------------------+---------- Total | 78.80 21.20 | 100.00 . xttrans other | other other | 0 1 | Total -----------+----------------------+---------- 0 | 95.14 4.86 | 100.00 1 | 28.38 71.62 | 100.00 -----------+----------------------+---------- Total | 82.76 17.24 | 100.00 . . /***Estimate fe and re models with lagged average income and test for differences between fe and re esti > mators***/ . xi: reg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn ave1_5 , r cl(pid) i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) Linear regression Number of obs = 93594 F( 14, 15101) = 78.85 Prob > F = 0.0000 R-squared = 0.0469 Root MSE = 5.2895 (Std. Err. adjusted for 15102 clusters in pid) ------------------------------------------------------------------------------ | Robust ghq36 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .0809818 .0131552 6.16 0.000 .0551961 .1067676 agesq | -.0007134 .0001326 -5.38 0.000 -.0009734 -.0004535 sex | 1.055287 .0721994 14.62 0.000 .9137678 1.196807 _Imastat_2 | .100125 .1095882 0.91 0.361 -.1146811 .3149311 _Imastat_3 | .543889 .1508938 3.60 0.000 .2481189 .8396591 _Imastat_4 | .8169773 .1632606 5.00 0.000 .4969669 1.136988 _Imastat_5 | 2.332019 .2470136 9.44 0.000 1.847843 2.816196 _Imastat_6 | .0180137 .1208462 0.15 0.882 -.2188595 .2548869 nchild | .0571387 .0388502 1.47 0.141 -.0190124 .1332898 retired | -.1885118 .1175979 -1.60 0.109 -.419018 .0419944 unemploy | 2.138156 .1905764 11.22 0.000 1.764603 2.511709 other | 1.965192 .1169326 16.81 0.000 1.73599 2.194393 lfihhmn | -.2365011 .0423739 -5.58 0.000 -.319559 -.1534432 ave1_5 | -.1520678 .0583967 -2.60 0.009 -.2665324 -.0376031 _cons | 10.02356 .5863064 17.10 0.000 8.874332 11.17279 ------------------------------------------------------------------------------ . xi: xtreg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn ave1_5 , fe i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) note: sex omitted because of collinearity Fixed-effects (within) regression Number of obs = 93594 Group variable: pid Number of groups = 15102 R-sq: within = 0.0119 Obs per group: min = 1 between = 0.0114 avg = 6.2 overall = 0.0075 max = 12 F(13,78479) = 72.90 corr(u_i, Xb) = -0.0859 Prob > F = 0.0000 ------------------------------------------------------------------------------ ghq36 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | -.0337093 .0162935 -2.07 0.039 -.0656444 -.0017742 agesq | .000611 .0001564 3.91 0.000 .0003045 .0009174 sex | 0 (omitted) _Imastat_2 | -.3964419 .0973499 -4.07 0.000 -.5872471 -.2056367 _Imastat_3 | 1.512823 .1449382 10.44 0.000 1.228744 1.796901 _Imastat_4 | .3279643 .1294456 2.53 0.011 .0742516 .581677 _Imastat_5 | 2.001647 .1518392 13.18 0.000 1.704043 2.299251 _Imastat_6 | -.2250581 .1266394 -1.78 0.076 -.4732705 .0231544 nchild | -.0088018 .035676 -0.25 0.805 -.0787265 .0611229 retired | -.1473879 .0865874 -1.70 0.089 -.3170987 .0223228 unemploy | 1.901106 .1152717 16.49 0.000 1.675174 2.127038 other | .8914717 .0695729 12.81 0.000 .7551093 1.027834 lfihhmn | -.0361181 .0313496 -1.15 0.249 -.0975631 .0253269 ave1_5 | .6279181 .057263 10.97 0.000 .515683 .7401532 _cons | 6.765646 .5766396 11.73 0.000 5.635436 7.895856 -------------+---------------------------------------------------------------- sigma_u | 4.4547111 sigma_e | 3.9933392 rho | .55445043 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(15101, 78479) = 5.78 Prob > F = 0.0000 . est store fxd . xi: xtreg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn ave1_5 , re i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) Random-effects GLS regression Number of obs = 93594 Group variable: pid Number of groups = 15102 R-sq: within = 0.0096 Obs per group: min = 1 between = 0.0643 avg = 6.2 overall = 0.0410 max = 12 Wald chi2(14) = 1771.05 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ ghq36 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .0471258 .0102733 4.59 0.000 .0269905 .0672611 agesq | -.0003088 .0001006 -3.07 0.002 -.000506 -.0001117 sex | 1.151377 .0697649 16.50 0.000 1.01464 1.288114 _Imastat_2 | -.125463 .0777211 -1.61 0.106 -.2777935 .0268674 _Imastat_3 | 1.004654 .1079048 9.31 0.000 .7931643 1.216143 _Imastat_4 | .6775611 .1024632 6.61 0.000 .476737 .8783853 _Imastat_5 | 2.194845 .1359871 16.14 0.000 1.928315 2.461375 _Imastat_6 | -.0170634 .0897736 -0.19 0.849 -.1930165 .1588897 nchild | .0323983 .0282195 1.15 0.251 -.0229109 .0877075 retired | -.1359688 .0771059 -1.76 0.078 -.2870936 .0151561 unemploy | 2.039369 .107481 18.97 0.000 1.82871 2.250028 other | 1.313664 .0610728 21.51 0.000 1.193964 1.433365 lfihhmn | -.1313688 .0293426 -4.48 0.000 -.1888793 -.0738583 ave1_5 | .1841241 .044102 4.17 0.000 .0976857 .2705625 _cons | 7.343648 .4409238 16.66 0.000 6.479453 8.207843 -------------+---------------------------------------------------------------- sigma_u | 3.6860531 sigma_e | 3.9933392 rho | .46004959 (fraction of variance due to u_i) ------------------------------------------------------------------------------ . hausman fxd . ---- Coefficients ---- | (b) (B) (b-B) sqrt(diag(V_b-V_B)) | fxd . Difference S.E. -------------+---------------------------------------------------------------- age | -.0337093 .0471258 -.0808351 .0126466 agesq | .000611 -.0003088 .0009198 .0001197 _Imastat_2 | -.3964419 -.125463 -.2709789 .0586211 _Imastat_3 | 1.512823 1.004654 .5081687 .0967659 _Imastat_4 | .3279643 .6775611 -.3495969 .0791042 _Imastat_5 | 2.001647 2.194845 -.193198 .0675474 _Imastat_6 | -.2250581 -.0170634 -.2079947 .0893209 nchild | -.0088018 .0323983 -.0412002 .0218274 retired | -.1473879 -.1359688 -.0114192 .039396 unemploy | 1.901106 2.039369 -.1382626 .0416581 other | .8914717 1.313664 -.4221925 .0333241 lfihhmn | -.0361181 -.1313688 .0952507 .0110367 ave1_5 | .6279181 .1841241 .443794 .0365248 ------------------------------------------------------------------------------ b = consistent under Ho and Ha; obtained from xtreg B = inconsistent under Ha, efficient under Ho; obtained from xtreg Test: Ho: difference in coefficients not systematic chi2(13) = (b-B)'[(V_b-V_B)^(-1)](b-B) = 473.84 Prob>chi2 = 0.0000 . . /***Estimate simple fe and re static models and test for differences between fe and re estimators***/ . xi: reg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn , r cl(pid) i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) Linear regression Number of obs = 205298 F( 13, 30363) = 186.90 Prob > F = 0.0000 R-squared = 0.0499 Root MSE = 5.2536 (Std. Err. adjusted for 30364 clusters in pid) ------------------------------------------------------------------------------ | Robust ghq36 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .1266826 .0088036 14.39 0.000 .1094272 .1439379 agesq | -.0011195 .0000934 -11.99 0.000 -.0013026 -.0009364 sex | 1.088468 .051328 21.21 0.000 .9878625 1.189073 _Imastat_2 | .2824233 .0727193 3.88 0.000 .1398904 .4249563 _Imastat_3 | .6613637 .1147589 5.76 0.000 .4364313 .886296 _Imastat_4 | .910485 .1242287 7.33 0.000 .6669915 1.153979 _Imastat_5 | 2.171678 .1710731 12.69 0.000 1.836367 2.506988 _Imastat_6 | .0272163 .0838416 0.32 0.745 -.1371167 .1915493 nchild | .1392091 .026939 5.17 0.000 .0864075 .1920107 retired | -.1293899 .0873019 -1.48 0.138 -.3005053 .0417254 unemploy | 2.043989 .09828 20.80 0.000 1.851356 2.236622 other | 1.646866 .0688709 23.91 0.000 1.511876 1.781855 lfihhmn | -.3230107 .0281667 -11.47 0.000 -.3782187 -.2678028 _cons | 8.221179 .3066727 26.81 0.000 7.620087 8.82227 ------------------------------------------------------------------------------ . xi: xtreg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn , fe i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) note: sex omitted because of collinearity Fixed-effects (within) regression Number of obs = 205298 Group variable: pid Number of groups = 30364 R-sq: within = 0.0111 Obs per group: min = 1 between = 0.0295 avg = 6.8 overall = 0.0156 max = 17 F(12,174922) = 163.83 corr(u_i, Xb) = -0.1228 Prob > F = 0.0000 ------------------------------------------------------------------------------ ghq36 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .0794883 .0081908 9.70 0.000 .0634345 .0955422 agesq | -.0003117 .0000833 -3.74 0.000 -.000475 -.0001484 sex | 0 (omitted) _Imastat_2 | -.1706675 .0581453 -2.94 0.003 -.2846311 -.056704 _Imastat_3 | 1.364262 .0944163 14.45 0.000 1.179208 1.549316 _Imastat_4 | .2467011 .0849048 2.91 0.004 .0802895 .4131126 _Imastat_5 | 1.745035 .0996843 17.51 0.000 1.549656 1.940413 _Imastat_6 | -.1922652 .0743058 -2.59 0.010 -.337903 -.0466275 nchild | -.0012099 .0210855 -0.06 0.954 -.042537 .0401172 retired | -.1976796 .0574325 -3.44 0.001 -.3102459 -.0851133 unemploy | 1.659003 .063062 26.31 0.000 1.535403 1.782603 other | .7428966 .0397496 18.69 0.000 .6649882 .8208049 lfihhmn | -.0928433 .0194401 -4.78 0.000 -.1309454 -.0547411 _cons | 8.797464 .2453933 35.85 0.000 8.316498 9.278429 -------------+---------------------------------------------------------------- sigma_u | 4.3540962 sigma_e | 4.0565376 rho | .53533462 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(30363, 174922) = 5.69 Prob > F = 0.0000 . est store fxd2 . xi: xtreg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn , re i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) Random-effects GLS regression Number of obs = 205298 Group variable: pid Number of groups = 30364 R-sq: within = 0.0096 Obs per group: min = 1 between = 0.0729 avg = 6.8 overall = 0.0447 max = 17 Wald chi2(13) = 4126.08 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ ghq36 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .1009134 .0058037 17.39 0.000 .0895384 .1122885 agesq | -.0007872 .0000605 -13.02 0.000 -.0009058 -.0006687 sex | 1.161551 .0472601 24.58 0.000 1.068922 1.254179 _Imastat_2 | .0970782 .0488837 1.99 0.047 .0012679 .1928885 _Imastat_3 | 1.047054 .0739704 14.16 0.000 .9020743 1.192033 _Imastat_4 | .6510281 .0700131 9.30 0.000 .5138049 .7882513 _Imastat_5 | 2.003311 .0907626 22.07 0.000 1.825419 2.181202 _Imastat_6 | -.0027102 .0565788 -0.05 0.962 -.1136027 .1081822 nchild | .0750226 .0177123 4.24 0.000 .0403072 .1097379 retired | -.1566596 .0525779 -2.98 0.003 -.2597104 -.0536088 unemploy | 1.829546 .0585232 31.26 0.000 1.714843 1.94425 other | 1.009505 .0354423 28.48 0.000 .9400388 1.07897 lfihhmn | -.1394777 .0175535 -7.95 0.000 -.1738819 -.1050735 _cons | 7.391517 .2087492 35.41 0.000 6.982376 7.800658 -------------+---------------------------------------------------------------- sigma_u | 3.4688697 sigma_e | 4.0565376 rho | .42238215 (fraction of variance due to u_i) ------------------------------------------------------------------------------ . hausman fxd2 . ---- Coefficients ---- | (b) (B) (b-B) sqrt(diag(V_b-V_B)) | fxd2 . Difference S.E. -------------+---------------------------------------------------------------- age | .0794883 .1009134 -.0214251 .0057799 agesq | -.0003117 -.0007872 .0004756 .0000573 _Imastat_2 | -.1706675 .0970782 -.2677458 .0314843 _Imastat_3 | 1.364262 1.047054 .3172083 .0586755 _Imastat_4 | .2467011 .6510281 -.4043271 .0480312 _Imastat_5 | 1.745035 2.003311 -.2582762 .0412202 _Imastat_6 | -.1922652 -.0027102 -.189555 .0481684 nchild | -.0012099 .0750226 -.0762324 .01144 retired | -.1976796 -.1566596 -.04102 .0231096 unemploy | 1.659003 1.829546 -.1705429 .0234915 other | .7428966 1.009505 -.266608 .0179965 lfihhmn | -.0928433 -.1394777 .0466344 .0083542 ------------------------------------------------------------------------------ b = consistent under Ho and Ha; obtained from xtreg B = inconsistent under Ha, efficient under Ho; obtained from xtreg Test: Ho: difference in coefficients not systematic chi2(12) = (b-B)'[(V_b-V_B)^(-1)](b-B) = 732.16 Prob>chi2 = 0.0000 . . /***Estimate fe and re models with lagged income and test for differences between fe and re estimators** > */ . xi: reg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn lfihhmn_1, r cl(pid) i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) Linear regression Number of obs = 172745 F( 14, 24655) = 143.66 Prob > F = 0.0000 R-squared = 0.0481 Root MSE = 5.2642 (Std. Err. adjusted for 24656 clusters in pid) ------------------------------------------------------------------------------ | Robust ghq36 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .1129068 .0096081 11.75 0.000 .0940744 .1317392 agesq | -.0009898 .0001009 -9.80 0.000 -.0011876 -.0007919 sex | 1.078289 .0558986 19.29 0.000 .9687241 1.187853 _Imastat_2 | .2022217 .0797175 2.54 0.011 .0459705 .3584728 _Imastat_3 | .5809281 .1217239 4.77 0.000 .342342 .8195143 _Imastat_4 | .8707156 .132548 6.57 0.000 .6109136 1.130518 _Imastat_5 | 2.114763 .187703 11.27 0.000 1.746854 2.482672 _Imastat_6 | .004918 .0914315 0.05 0.957 -.1742932 .1841292 nchild | .1212544 .0290849 4.17 0.000 .0642463 .1782626 retired | -.1665347 .0939279 -1.77 0.076 -.3506391 .0175697 unemploy | 1.93834 .1147607 16.89 0.000 1.713402 2.163278 other | 1.718825 .0778756 22.07 0.000 1.566184 1.871465 lfihhmn | -.304354 .0281282 -10.82 0.000 -.3594869 -.249221 lfihhmn_1 | -.0281008 .0253484 -1.11 0.268 -.0777852 .0215835 _cons | 8.684888 .3729198 23.29 0.000 7.953943 9.415833 ------------------------------------------------------------------------------ . xi: xtreg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn lfihhmn_1, fe i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) note: sex omitted because of collinearity Fixed-effects (within) regression Number of obs = 172745 Group variable: pid Number of groups = 24656 R-sq: within = 0.0103 Obs per group: min = 1 between = 0.0277 avg = 7.0 overall = 0.0143 max = 16 F(13,148076) = 119.02 corr(u_i, Xb) = -0.0766 Prob > F = 0.0000 ------------------------------------------------------------------------------ ghq36 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .0464972 .0093538 4.97 0.000 .0281639 .0648305 agesq | -.0000847 .0000939 -0.90 0.367 -.0002687 .0000992 sex | 0 (omitted) _Imastat_2 | -.2275302 .0650967 -3.50 0.000 -.3551184 -.0999421 _Imastat_3 | 1.387004 .1034401 13.41 0.000 1.184264 1.589745 _Imastat_4 | .2783 .092469 3.01 0.003 .0970626 .4595374 _Imastat_5 | 1.829795 .1099274 16.65 0.000 1.614339 2.04525 _Imastat_6 | -.2464612 .0828009 -2.98 0.003 -.4087494 -.0841731 nchild | .0130723 .0233499 0.56 0.576 -.0326931 .0588376 retired | -.1643246 .0623943 -2.63 0.008 -.2866161 -.0420331 unemploy | 1.631214 .071656 22.76 0.000 1.49077 1.771658 other | .752276 .0447875 16.80 0.000 .6644933 .8400587 lfihhmn | -.1079623 .0222335 -4.86 0.000 -.1515395 -.064385 lfihhmn_1 | .2063381 .0214728 9.61 0.000 .1642519 .2484243 _cons | 8.35461 .2987369 27.97 0.000 7.769092 8.940129 -------------+---------------------------------------------------------------- sigma_u | 4.2715069 sigma_e | 4.0353994 rho | .52840008 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(24655, 148076) = 6.03 Prob > F = 0.0000 . est store fxd3 . xi: xtreg ghq36 age agesq sex i.mastat nchild retired unemploy other lfihhmn lfihhmn_1, re i.mastat _Imastat_1-6 (naturally coded; _Imastat_1 omitted) Random-effects GLS regression Number of obs = 172745 Group variable: pid Number of groups = 24656 R-sq: within = 0.0090 Obs per group: min = 1 between = 0.0706 avg = 7.0 overall = 0.0425 max = 16 Wald chi2(14) = 3216.50 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ ghq36 | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- age | .0828833 .006529 12.69 0.000 .0700867 .0956798 agesq | -.0006198 .0000671 -9.24 0.000 -.0007513 -.0004883 sex | 1.142557 .0520657 21.94 0.000 1.04051 1.244604 _Imastat_2 | .0184154 .0542674 0.34 0.734 -.0879468 .1247776 _Imastat_3 | .9989898 .0802833 12.44 0.000 .8416375 1.156342 _Imastat_4 | .643281 .0758584 8.48 0.000 .4946012 .7919608 _Imastat_5 | 2.019013 .1001826 20.15 0.000 1.822658 2.215367 _Imastat_6 | -.0455233 .0625217 -0.73 0.467 -.1680636 .0770171 nchild | .0825948 .0194547 4.25 0.000 .0444644 .1207252 retired | -.1430341 .0569272 -2.51 0.012 -.2546094 -.0314588 unemploy | 1.776166 .0670923 26.47 0.000 1.644668 1.907665 other | 1.060782 .0400335 26.50 0.000 .9823178 1.139246 lfihhmn | -.1712104 .0209224 -8.18 0.000 -.2122175 -.1302032 lfihhmn_1 | .1330436 .0202123 6.58 0.000 .0934283 .172659 _cons | 7.114379 .2536943 28.04 0.000 6.617147 7.61161 -------------+---------------------------------------------------------------- sigma_u | 3.4956693 sigma_e | 4.0353994 rho | .42869908 (fraction of variance due to u_i) ------------------------------------------------------------------------------ . hausman fxd3 . ---- Coefficients ---- | (b) (B) (b-B) sqrt(diag(V_b-V_B)) | fxd3 . Difference S.E. -------------+---------------------------------------------------------------- age | .0464972 .0828833 -.0363861 .0066982 agesq | -.0000847 -.0006198 .0005351 .0000657 _Imastat_2 | -.2275302 .0184154 -.2459456 .0359531 _Imastat_3 | 1.387004 .9989898 .3880142 .0652261 _Imastat_4 | .2783 .643281 -.364981 .0528774 _Imastat_5 | 1.829795 2.019013 -.1892181 .0452492 _Imastat_6 | -.2464612 -.0455233 -.200938 .0542865 nchild | .0130723 .0825948 -.0695225 .0129126 retired | -.1643246 -.1430341 -.0212905 .0255409 unemploy | 1.631214 1.776166 -.1449525 .0251637 other | .752276 1.060782 -.308506 .0200809 lfihhmn | -.1079623 -.1712104 .0632481 .0075221 lfihhmn_1 | .2063381 .1330436 .0732945 .0072487 ------------------------------------------------------------------------------ b = consistent under Ho and Ha; obtained from xtreg B = inconsistent under Ha, efficient under Ho; obtained from xtreg Test: Ho: difference in coefficients not systematic chi2(13) = (b-B)'[(V_b-V_B)^(-1)](b-B) = 688.83 Prob>chi2 = 0.0000 . . exit end of do-file . exit, clear