User: Aadit Garg
___ ____ ____ ____ ____ ®
/__ / ____/ / ____/ 18.0
___/ / /___/ / /___/ SE—Standard Edition
Statistics and Data Science Copyright 1985-2023 StataCorp LLC
StataCorp
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Stata license: Single-user , expiring 6 May 2024
Serial number: 401809380958
Licensed to: Aadit Garg
SRCC
Notes:
1. Unicode is supported; see help unicode_advice.
2. Maximum number of variables is set to 5,000 but can be increased; see help set_maxvar.
1 . log using "/Users/aaditgarg/Downloads/ECOTRIX PROJECT NEW.smcl"
name: <unnamed>
log: /Users/aaditgarg/Downloads/ECOTRIX PROJECT NEW.smcl
log type: smcl
opened on: 4 May 2024, 14:58:00
2 . *(11 variables, 0 observation pasted into data editor)
3 . *(11 variables, 32 observations pasted into data editor)
4 . tsset years
Time variable: years, 1991 to 2022
Delta: 1 unit
5 . sum
Variable Obs Mean Std. dev. Min Max
years 32 2006.5 9.380832 1991 2022
y 32 4.393224 2.889689 -6.726292 8.184368
x1 32 2.19e+10 1.98e+10 7.35e+07 6.44e+10
x2 32 60.34922 14.85954 29.45682 76.04893
x3 32 17.17138 5.420518 8.494241 25.43086
x4 32 38.66888 12.25605 22.51077 54.57172
x5 32 2.965256 1.184119 1.74839 7.109348
x6 32 -.2833392 .1879832 -.55335 .476368
x7 32 1.33e+12 9.89e+11 2.70e+11 3.42e+12
x8 32 49.9595 1.495908 46.485 52.71
x9 32 2.10e+09 7.06e+08 7.21e+08 3.27e+09
6 . regression y x1 x2 x3 x4 x5 x6 x7 x8 x9
command regression is unrecognized
r(199);
7 . reg y x1 x2 x3 x4 x5 x6 x7 x8 x9
Source SS df MS Number of obs = 32
F(9, 22) = 2.58
Model 132.839257 9 14.7599175 Prob > F = 0.0339
Residual 126.020167 22 5.7281894 R-squared = 0.5132
Adj R-squared = 0.3140
Total 258.859424 31 8.350304 Root MSE = 2.3934
y Coefficient Std. err. t P>|t| [95% conf. interval]
x1 -2.06e-10 7.33e-11 -2.80 0.010 -3.58e-10 -5.35e-11
x2 -.0979951 .072036 -1.36 0.187 -.2473886 .0513984
x3 -.0053864 .2814394 -0.02 0.985 -.5890559 .5782832
x4 .5151669 .2616311 1.97 0.062 -.0274227 1.057757
x5 -.8892771 .6453612 -1.38 0.182 -2.227674 .4491201
x6 -2.112591 2.696086 -0.78 0.442 -7.703931 3.478749
x7 1.89e-12 1.73e-12 1.10 0.285 -1.69e-12 5.48e-12
x8 1.760346 .7835565 2.25 0.035 .1353492 3.385343
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x9 -4.91e-10 1.03e-09 -0.48 0.637 -2.62e-09 1.64e-09
_cons -92.42007 39.95152 -2.31 0.030 -175.2745 -9.565681
8 . predict ui, residuals
9 . jb ui
Jarque-Bera normality test: 1.711 Chi(2) .4252
Jarque-Bera test for Ho: normality:
10 . histogram ui, normal
(bin=5, start=-4.1737537, width=1.5068362)
11 . qnorm ui
12 . pwcorr x1 x2 x3 x4 x5 x6 x7 x8 x9 ui
x1 x2 x3 x4 x5 x6 x7
x1 1.0000
x2 0.6692 1.0000
x3 0.7528 0.7914 1.0000
x4 0.9162 0.7430 0.9099 1.0000
x5 0.1559 0.1730 0.4640 0.3383 1.0000
x6 0.0188 -0.1130 -0.2514 -0.1536 -0.3104 1.0000
x7 0.9263 0.6403 0.7233 0.8962 0.0109 0.0700 1.0000
x8 -0.8311 -0.4029 -0.5941 -0.8073 -0.0358 0.0219 -0.8269
x9 0.5516 0.1091 0.3433 0.5521 0.0535 -0.0224 0.6179
ui -0.0000 0.0000 -0.0000 -0.0000 0.0000 -0.0000 -0.0000
x8 x9 ui
x8 1.0000
x9 -0.5423 1.0000
ui 0.0000 -0.0000 1.0000
13 . estat vif
Variable VIF 1/VIF
x4 55.64 0.017971
x7 15.80 0.063291
x3 12.59 0.079397
x1 11.44 0.087401
x8 7.44 0.134495
x2 6.20 0.161267
x5 3.16 0.316417
x9 2.84 0.352435
x6 1.39 0.719366
Mean VIF 12.95
14 . estat hettest
Breusch–Pagan/Cook–Weisberg test for heteroskedasticity
Assumption: Normal error terms
Variable: Fitted values of y
H0: Constant variance
chi2(1) = 1.41
Prob > chi2 = 0.2356
15 . estat ovtest
Ramsey RESET test for omitted variables
Omitted: Powers of fitted values of y
H0: Model has no omitted variables
F(3, 19) = 6.64
Prob > F = 0.0030
16 . imtest, white
White's test
H0: Homoskedasticity
Ha: Unrestricted heteroskedasticity
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chi2(31) = 32.00
Prob > chi2 = 0.4167
Cameron & Trivedi's decomposition of IM-test
Source chi2 df p
Heteroskedasticity 32.00 31 0.4167
Skewness 12.74 9 0.1749
Kurtosis 1.88 1 0.1699
Total 46.62 41 0.2523
17 . estat dwatson
Durbin–Watson d-statistic( 10, 32) = 1.419278
18 . graph export "/Users/aaditgarg/Downloads/QNORM RESIDUALS .png", as(png) name("Graph")
file /Users/aaditgarg/Downloads/QNORM RESIDUALS .png saved as PNG format
19 . histogram ui, normal
(bin=5, start=-4.1737537, width=1.5068362)
20 . graph export "/Users/aaditgarg/Downloads/HISTOGRAM UI, normal.png", as(png) name("Graph")
file /Users/aaditgarg/Downloads/HISTOGRAM UI, normal.png saved as PNG format
21 . log close
name: <unnamed>
log: /Users/aaditgarg/Downloads/ECOTRIX PROJECT NEW.smcl
log type: smcl
closed on: 4 May 2024, 15:12:01
22 .
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