-------------------------------------------------------------------------------- name: log: C:\Users\Jeff Parker\Documents\Courses\312\312 Spring 2013\Active D > atasets\4-19 Log.log log type: text opened on: 19 Apr 2013, 12:11:07 . xtset fips year panel variable: fips (strongly balanced) time variable: year, 1983 to 1997 delta: 1 unit . reg fatalityrate sb_useage speed* drinkage21 ba08 lnincome age Source | SS df MS Number of obs = 556 -------------+------------------------------ F( 7, 548) = 95.41 Model | .007711649 7 .001101664 Prob > F = 0.0000 Residual | .006327757 548 .000011547 R-squared = 0.5493 -------------+------------------------------ Adj R-squared = 0.5435 Total | .014039406 555 .000025296 Root MSE = .0034 ------------------------------------------------------------------------------ fatalityrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sb_useage | .0040684 .0012158 3.35 0.001 .0016803 .0064565 speed65 | .0001479 .0004029 0.37 0.714 -.0006436 .0009394 speed70 | .0024045 .0005112 4.70 0.000 .0014003 .0034086 drinkage21 | .0000799 .0008756 0.09 0.927 -.0016401 .0017998 ba08 | -.0019246 .0004447 -4.33 0.000 -.0027982 -.001051 lnincome | -.0181444 .0009311 -19.49 0.000 -.0199733 -.0163155 age | -7.22e-06 .0001089 -0.07 0.947 -.0002212 .0002067 _cons | .1965469 .0082232 23.90 0.000 .1803941 .2126998 ------------------------------------------------------------------------------ . xtreg fatalityrate sb_useage speed* drinkage21 ba08 lnincome age , fe Fixed-effects (within) regression Number of obs = 556 Group variable: fips Number of groups = 51 R-sq: within = 0.6868 Obs per group: min = 8 between = 0.1957 avg = 10.9 overall = 0.3896 max = 15 F(7,498) = 156.00 corr(u_i, Xb) = -0.1332 Prob > F = 0.0000 ------------------------------------------------------------------------------ fatalityrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sb_useage | -.0057748 .0011557 -5.00 0.000 -.0080455 -.003504 speed65 | -.000425 .0003339 -1.27 0.204 -.001081 .0002309 speed70 | .0012333 .0003293 3.74 0.000 .0005862 .0018804 drinkage21 | .0007453 .0005074 1.47 0.142 -.0002516 .0017422 ba08 | -.0013775 .0003727 -3.70 0.000 -.0021097 -.0006452 lnincome | -.0135144 .0014192 -9.52 0.000 -.0163027 -.0107261 age | .0009787 .000382 2.56 0.011 .0002281 .0017292 _cons | .1209958 .0097669 12.39 0.000 .1018063 .1401853 -------------+---------------------------------------------------------------- sigma_u | .00383103 sigma_e | .0017871 rho | .82128567 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(50, 498) = 29.67 Prob > F = 0.0000 . xtreg fatalityrate sb_useage speed* drinkage21 ba08 lnincome age Random-effects GLS regression Number of obs = 556 Group variable: fips Number of groups = 51 R-sq: within = 0.6834 Obs per group: min = 8 between = 0.3426 avg = 10.9 overall = 0.4805 max = 15 Wald chi2(7) = 1086.83 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ fatalityrate | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- sb_useage | -.004504 .0011238 -4.01 0.000 -.0067066 -.0023014 speed65 | -.0003406 .0003276 -1.04 0.298 -.0009827 .0003015 speed70 | .0013351 .0003287 4.06 0.000 .0006909 .0019793 drinkage21 | .000767 .0005097 1.50 0.132 -.000232 .001766 ba08 | -.0013643 .000367 -3.72 0.000 -.0020836 -.000645 lnincome | -.0126154 .0011453 -11.01 0.000 -.0148602 -.0103707 age | .0002318 .0002394 0.97 0.333 -.0002373 .000701 _cons | .1379473 .008919 15.47 0.000 .1204664 .1554282 -------------+---------------------------------------------------------------- sigma_u | .00301581 sigma_e | .0017871 rho | .74011226 (fraction of variance due to u_i) ------------------------------------------------------------------------------ . xi: xtreg fatalityrate sb_useage speed* drinkage21 ba08 lnincome age i.year , > fe i.year _Iyear_1983-1997 (naturally coded; _Iyear_1983 omitted) Fixed-effects (within) regression Number of obs = 556 Group variable: fips Number of groups = 51 R-sq: within = 0.7506 Obs per group: min = 8 between = 0.1139 avg = 10.9 overall = 0.0338 max = 15 F(21,484) = 69.37 corr(u_i, Xb) = -0.5086 Prob > F = 0.0000 ------------------------------------------------------------------------------ fatalityrate | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- sb_useage | -.0037186 .0011328 -3.28 0.001 -.0059445 -.0014926 speed65 | -.0007833 .0004241 -1.85 0.065 -.0016166 .00005 speed70 | .0008042 .0003402 2.36 0.018 .0001358 .0014725 drinkage21 | -.0011337 .0005353 -2.12 0.035 -.0021855 -.0000819 ba08 | -.0008225 .0003516 -2.34 0.020 -.0015134 -.0001316 lnincome | .0062643 .0038683 1.62 0.106 -.0013363 .013865 age | .001318 .0003834 3.44 0.001 .0005648 .0020713 _Iyear_1984 | -.0004319 .0011763 -0.37 0.714 -.0027432 .0018794 _Iyear_1985 | -.0010707 .0011803 -0.91 0.365 -.0033897 .0012484 _Iyear_1986 | -.0005777 .0013086 -0.44 0.659 -.003149 .0019935 _Iyear_1987 | -.0008722 .0015532 -0.56 0.575 -.0039241 .0021797 _Iyear_1988 | -.001885 .001751 -1.08 0.282 -.0053256 .0015556 _Iyear_1989 | -.0041766 .0019484 -2.14 0.033 -.0080049 -.0003482 _Iyear_1990 | -.005266 .0021205 -2.48 0.013 -.0094325 -.0010994 _Iyear_1991 | -.0066622 .0022348 -2.98 0.003 -.0110534 -.0022711 _Iyear_1992 | -.008518 .0024085 -3.54 0.000 -.0132505 -.0037855 _Iyear_1993 | -.0089399 .0025409 -3.52 0.000 -.0139324 -.0039475 _Iyear_1994 | -.0096297 .0026961 -3.57 0.000 -.0149273 -.0043321 _Iyear_1995 | -.0101123 .0028675 -3.53 0.000 -.0157465 -.0044781 _Iyear_1996 | -.0110766 .0030447 -3.64 0.000 -.017059 -.0050942 _Iyear_1997 | -.0116075 .0032097 -3.62 0.000 -.0179141 -.0053009 _cons | -.0779904 .0382942 -2.04 0.042 -.1532338 -.002747 -------------+---------------------------------------------------------------- sigma_u | .00575371 sigma_e | .00161752 rho | .92675648 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(50, 484) = 36.69 Prob > F = 0.0000 . testparm i.year no such variables r(111); . testparm _I* ( 1) _Iyear_1984 = 0 ( 2) _Iyear_1985 = 0 ( 3) _Iyear_1986 = 0 ( 4) _Iyear_1987 = 0 ( 5) _Iyear_1988 = 0 ( 6) _Iyear_1989 = 0 ( 7) _Iyear_1990 = 0 ( 8) _Iyear_1991 = 0 ( 9) _Iyear_1992 = 0 (10) _Iyear_1993 = 0 (11) _Iyear_1994 = 0 (12) _Iyear_1995 = 0 (13) _Iyear_1996 = 0 (14) _Iyear_1997 = 0 F( 14, 484) = 8.85 Prob > F = 0.0000 . log close name: log: C:\Users\Jeff Parker\Documents\Courses\312\312 Spring 2013\Active D > atasets\4-19 Log.log log type: text closed on: 19 Apr 2013, 12:35:56 --------------------------------------------------------------------------------