1C Wednesday December 27 18:22:41 2023 Page 1

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Statistics/Data analysis

User: 3 Assigment

1 . xtset i t

Panel variable: i (strongly balanced)

Time variable: t, 0 to 5
Delta: 1 unit

2 .
3 . xtreg Y i.t treatment, fe

Fixed-effects (within) regression Number of obs = 3,000

Group variable: i Number of groups = 500

R-squared: Obs per group:

Within = 0.7959 min = 6
Between = 0.0747 avg = 6.0
Overall = 0.5729 max = 6

F(6, 2494) = 1620.44

corr(u_i, Xb) = 0.0043 Prob > F = 0.0000

Y Coefficient Std. err. t P>|t| [95% conf. interval]

t
1 1.591657 .2330425 6.83 0.000 1.13468 2.048633
2 -.603119 .2488827 -2.42 0.015 -1.091157 -.115081
3 6.489454 .2642364 24.56 0.000 5.971309 7.007599
4 8.264776 .2776911 29.76 0.000 7.720247 8.809305
5 18.35977 .3068446 59.83 0.000 17.75808 18.96147

treatment -.3805982 .2316385 -1.64 0.100 -.8348217 .0736254

_cons 2.634318 .1601085 16.45 0.000 2.320358 2.948277

sigma_u 4.5336904
sigma_e 3.5801355
rho .61592119 (fraction of variance due to u_i)

F test that all u_i=0: F(499, 2494) = 9.31 Prob > F = 0.0000

4 .