xtivreg IMTG HS at US (HS at US = VAT), re nosa (robust) | |
G2SLS random-effects IV regression | Number of obs = 80 |
Group variable: WC | Number of groups = 64 |
R-sq | Obs per group |
Within = 0.1970 | Min = 1 |
Between = 0.03012 | Avg = 2 |
Overall = 0.1028 | Max = 6 |
Wald χ2 (1) = 11.09 | |||||
Corr (u_i, X) = 0 (assumed) | Prob > χ2 = 0.0009 | ||||
d. v.: IMTG | Coef. | Rob. Std. err. | z | P > |z| | [95% Conf. interval] |
i.v. | |||||
HS at US | 0.5199847 | 0.156167 | 3.33 | 0.001 | 0.2139031 to − 0.8260663 |
HS at US | 0 (omitted) | ||||
_cons | 1.719254 | 0.270595 | 6.35. | 0.000 | 1.188903 to 0.249616 |
Sigma_u | 0.48060539 | ||||
Sigma_e | 0.74235381 | ||||
rho | 0.2953461 (fraction of variance due to u_i) | ||||
{p 0 16 − 12}Instrumented: HS at US{p_end} | |||||
{p 0 16 − 12}Instruments: HS at US VAT{p_end} |