-------------------------------------------------------------------------------------------------------------------- log: C:\Documents and Settings\Ross McKitrick\My Documents\STATA files\GDPtemp218\gdptemp.log log type: text opened on: 7 Mar 2005, 10:43:20 . . . . // This file tests effects of applying correction for clustered std errors in Table 4 results . // and using ABS(Lat) rather than COS(ABS(Lat)) . // . // 8 versions are run: 2 runs ("GLS") replicate the results in Table 4 (STREND, GTREND) . // 2 runs ("CLUSTER") add an adjustment for country clustering of std errors . // Then repeated replacing COSABLAT with ABSLAT . // . // Note STATA GLS model slightly different from Shazam. Betas are the same, t-stats a little different . // . // . . . . clear . set memory 50m Current memory allocation current memory usage settable value description (1M = 1024k) -------------------------------------------------------------------- set maxvar 5000 max. variables allowed 1.733M set memory 50M max. data space 50.000M set matsize 400 max. RHS vars in models 1.254M ----------- 52.987M . insheet using table4.csv // clears data then reads data from table4.csv (17 vars, 218 obs) . . mvdecode _all, mv(-99) // changes missing value code from -99 to '.' country: string variable ignored gtrend: 13 missing values generated . . tabulate country, generate(country) // generates city dummy variables Country | Freq. Percent Cum. --------------+----------------------------------- Algeria | 5 2.29 2.29 Antarctica | 2 0.92 3.21 Argentina | 10 4.59 7.80 Australia | 5 2.29 10.09 Austria | 2 0.92 11.01 Belarus | 1 0.46 11.47 Belgium | 1 0.46 11.93 Belize | 1 0.46 12.39 Benin | 3 1.38 13.76 Botswana | 1 0.46 14.22 Brazil | 3 1.38 15.60 Bulgaria | 2 0.92 16.51 Burkina Faso | 1 0.46 16.97 Canada | 6 2.75 19.72 Chile | 3 1.38 21.10 China | 3 1.38 22.48 Colombia | 5 2.29 24.77 Congo | 1 0.46 25.23 Costa Rica | 1 0.46 25.69 Cote D'Ivoire | 1 0.46 26.15 Croatia | 2 0.92 27.06 Czech | 1 0.46 27.52 Denmark | 3 1.38 28.90 Egypt | 2 0.92 29.82 El Salvador | 1 0.46 30.28 England | 2 0.92 31.19 Estonia | 1 0.46 31.65 Ethiopia | 1 0.46 32.11 Finland | 2 0.92 33.03 France | 2 0.92 33.94 Germany | 2 0.92 34.86 Greece | 3 1.38 36.24 Guatemala | 1 0.46 36.70 Guyana | 1 0.46 37.16 Honduras | 1 0.46 37.61 Hungary | 3 1.38 38.99 Iceland | 2 0.92 39.91 India | 2 0.92 40.83 Indonesia | 1 0.46 41.28 Ireland | 2 0.92 42.20 Italy | 2 0.92 43.12 Jamaica | 1 0.46 43.58 Japan | 1 0.46 44.04 Kazakhstan | 1 0.46 44.50 Korea | 1 0.46 44.95 Kuwait | 1 0.46 45.41 Lithuania | 1 0.46 45.87 Madagascar | 1 0.46 46.33 Malawi | 1 0.46 46.79 Malaysia | 4 1.83 48.62 Mali | 1 0.46 49.08 Mauritania | 1 0.46 49.54 Mexico | 1 0.46 50.00 Mongolia | 1 0.46 50.46 Morocco | 2 0.92 51.38 Netherlands | 1 0.46 51.83 New Zealand | 1 0.46 52.29 Niger | 5 2.29 54.59 Norway | 2 0.92 55.50 Oman | 1 0.46 55.96 Pakistan | 1 0.46 56.42 Paraguay | 1 0.46 56.88 Peru | 4 1.83 58.72 Philippines | 1 0.46 59.17 Poland | 2 0.92 60.09 Portugal | 1 0.46 60.55 Puerto Rico | 1 0.46 61.01 Romania | 2 0.92 61.93 Russia | 17 7.80 69.72 Saudi Arabia | 1 0.46 70.18 Scotland | 1 0.46 70.64 Senegal | 1 0.46 71.10 Slovakia | 2 0.92 72.02 South Africa | 5 2.29 74.31 Spain | 2 0.92 75.23 Sudan | 8 3.67 78.90 Suriname | 1 0.46 79.36 Sweden | 2 0.92 80.28 Switzerland | 1 0.46 80.73 Syria | 2 0.92 81.65 Tanzania | 1 0.46 82.11 Thailand | 1 0.46 82.57 Togo | 2 0.92 83.49 Tunisia | 1 0.46 83.94 Turkey | 2 0.92 84.86 Turkmenistan | 2 0.92 85.78 US | 22 10.09 95.87 Ukraine | 1 0.46 96.33 Uruguay | 1 0.46 96.79 Uzbekistan | 3 1.38 98.17 Venezuela | 2 0.92 99.08 Yugoslavia | 1 0.46 99.54 Zimbabwe | 1 0.46 100.00 --------------+----------------------------------- Total | 218 100.00 . . . sum(_all) // descriptive statistics Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- country | 0 strend | 218 .324862 .4559052 -1.550128 1.433337 gtrend | 205 .2700976 .236755 -.47 .91 press | 218 1014.917 4.989627 987 1029 water | 218 .4724771 .5003909 0 1 -------------+-------------------------------------------------------- cosablat | 218 .7635256 .2032933 .1736482 .9990482 pop | 218 5.853853 15.05902 0 116.74 scale79 | 218 5.282439 15.52571 0 113.8915 coal80 | 218 .1308316 .2315777 0 .70132 coalgrow | 218 1.037394 5.410613 -16.809 18.768 -------------+-------------------------------------------------------- inc79 | 218 6.438904 4.977611 .316 26.71 gdpgrow | 218 .5223165 1.713509 -8.769 5.37 soviet | 218 .1972477 .3988367 0 1 surfmiss | 218 23.5367 28.23847 0 138 lit79 | 218 79.81651 26.98358 8 99 -------------+-------------------------------------------------------- gamiss | 218 5.463303 24.73623 0 221 abslat | 218 35.84679 19.8305 2.5 80 country1 | 218 .0229358 .1500433 0 1 country2 | 218 .0091743 .0955617 0 1 country3 | 218 .0458716 .209688 0 1 -------------+-------------------------------------------------------- country4 | 218 .0229358 .1500433 0 1 country5 | 218 .0091743 .0955617 0 1 country6 | 218 .0045872 .0677285 0 1 country7 | 218 .0045872 .0677285 0 1 country8 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country9 | 218 .0137615 .1167674 0 1 country10 | 218 .0045872 .0677285 0 1 country11 | 218 .0137615 .1167674 0 1 country12 | 218 .0091743 .0955617 0 1 country13 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country14 | 218 .0275229 .1639779 0 1 country15 | 218 .0137615 .1167674 0 1 country16 | 218 .0137615 .1167674 0 1 country17 | 218 .0229358 .1500433 0 1 country18 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country19 | 218 .0045872 .0677285 0 1 country20 | 218 .0045872 .0677285 0 1 country21 | 218 .0091743 .0955617 0 1 country22 | 218 .0045872 .0677285 0 1 country23 | 218 .0137615 .1167674 0 1 -------------+-------------------------------------------------------- country24 | 218 .0091743 .0955617 0 1 country25 | 218 .0045872 .0677285 0 1 country26 | 218 .0091743 .0955617 0 1 country27 | 218 .0045872 .0677285 0 1 country28 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country29 | 218 .0091743 .0955617 0 1 country30 | 218 .0091743 .0955617 0 1 country31 | 218 .0091743 .0955617 0 1 country32 | 218 .0137615 .1167674 0 1 country33 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country34 | 218 .0045872 .0677285 0 1 country35 | 218 .0045872 .0677285 0 1 country36 | 218 .0137615 .1167674 0 1 country37 | 218 .0091743 .0955617 0 1 country38 | 218 .0091743 .0955617 0 1 -------------+-------------------------------------------------------- country39 | 218 .0045872 .0677285 0 1 country40 | 218 .0091743 .0955617 0 1 country41 | 218 .0091743 .0955617 0 1 country42 | 218 .0045872 .0677285 0 1 country43 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country44 | 218 .0045872 .0677285 0 1 country45 | 218 .0045872 .0677285 0 1 country46 | 218 .0045872 .0677285 0 1 country47 | 218 .0045872 .0677285 0 1 country48 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country49 | 218 .0045872 .0677285 0 1 country50 | 218 .0183486 .1345175 0 1 country51 | 218 .0045872 .0677285 0 1 country52 | 218 .0045872 .0677285 0 1 country53 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country54 | 218 .0045872 .0677285 0 1 country55 | 218 .0091743 .0955617 0 1 country56 | 218 .0045872 .0677285 0 1 country57 | 218 .0045872 .0677285 0 1 country58 | 218 .0229358 .1500433 0 1 -------------+-------------------------------------------------------- country59 | 218 .0091743 .0955617 0 1 country60 | 218 .0045872 .0677285 0 1 country61 | 218 .0045872 .0677285 0 1 country62 | 218 .0045872 .0677285 0 1 country63 | 218 .0183486 .1345175 0 1 -------------+-------------------------------------------------------- country64 | 218 .0045872 .0677285 0 1 country65 | 218 .0091743 .0955617 0 1 country66 | 218 .0045872 .0677285 0 1 country67 | 218 .0045872 .0677285 0 1 country68 | 218 .0091743 .0955617 0 1 -------------+-------------------------------------------------------- country69 | 218 .0779817 .2687598 0 1 country70 | 218 .0045872 .0677285 0 1 country71 | 218 .0045872 .0677285 0 1 country72 | 218 .0045872 .0677285 0 1 country73 | 218 .0091743 .0955617 0 1 -------------+-------------------------------------------------------- country74 | 218 .0229358 .1500433 0 1 country75 | 218 .0091743 .0955617 0 1 country76 | 218 .0366972 .1884502 0 1 country77 | 218 .0045872 .0677285 0 1 country78 | 218 .0091743 .0955617 0 1 -------------+-------------------------------------------------------- country79 | 218 .0045872 .0677285 0 1 country80 | 218 .0091743 .0955617 0 1 country81 | 218 .0045872 .0677285 0 1 country82 | 218 .0045872 .0677285 0 1 country83 | 218 .0091743 .0955617 0 1 -------------+-------------------------------------------------------- country84 | 218 .0045872 .0677285 0 1 country85 | 218 .0091743 .0955617 0 1 country86 | 218 .0091743 .0955617 0 1 country87 | 218 .1009174 .3019126 0 1 country88 | 218 .0045872 .0677285 0 1 -------------+-------------------------------------------------------- country89 | 218 .0045872 .0677285 0 1 country90 | 218 .0137615 .1167674 0 1 country91 | 218 .0091743 .0955617 0 1 country92 | 218 .0045872 .0677285 0 1 country93 | 218 .0045872 .0677285 0 1 . * . . . * GLS model - STREND (TABLE 4 COLUMN 1) . * . regress strend press water cosablat pop scale79 coal80 coalgrow inc79 gdpgrow soviet surfmiss lit79 , robust Regression with robust standard errors Number of obs = 218 F( 12, 205) = 8.14 Prob > F = 0.0000 R-squared = 0.2595 Root MSE = .40363 ------------------------------------------------------------------------------ | Robust strend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .015801 .0105778 1.49 0.137 -.0050543 .0366562 water | .0976491 .0542604 1.80 0.073 -.0093308 .204629 cosablat | -.3806243 .23707 -1.61 0.110 -.8480323 .0867837 pop | .0022899 .0040762 0.56 0.575 -.0057467 .0103265 scale79 | -.001283 .0041449 -0.31 0.757 -.0094551 .0068891 coal80 | -.4543446 .166633 -2.73 0.007 -.7828788 -.1258103 coalgrow | -.0053798 .0041949 -1.28 0.201 -.0136504 .0028909 inc79 | .0396596 .0111546 3.56 0.000 .0176672 .061652 gdpgrow | .0854994 .0207734 4.12 0.000 .0445425 .1264563 soviet | .4889992 .1255316 3.90 0.000 .2415007 .7364977 surfmiss | .0002031 .0010615 0.19 0.848 -.0018899 .002296 lit79 | -.0052377 .0016493 -3.18 0.002 -.0084895 -.001986 _cons | -15.39215 10.78283 -1.43 0.155 -36.65162 5.867326 ------------------------------------------------------------------------------ . display e(ll) -104.84624 . est store strendGLS . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 205) = 3.90 Prob > F = 0.0010 . test surfmiss lit79 // P(SOC=0) ( 1) surfmiss = 0 ( 2) lit79 = 0 F( 2, 205) = 5.06 Prob > F = 0.0072 . test pop scale79 coal80 coalgrow inc79 gdpgrow surfmiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) surfmiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 205) = 3.02 Prob > F = 0.0021 . . . . . . . . * CLUSTER model - STREND . * . regress strend press water cosablat pop scale79 coal80 coalgrow inc79 gdpgrow soviet surfmiss lit79 , robust clust > er(country) Regression with robust standard errors Number of obs = 218 F( 12, 92) = 7.41 Prob > F = 0.0000 R-squared = 0.2595 Number of clusters (country) = 93 Root MSE = .40363 ------------------------------------------------------------------------------ | Robust strend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .015801 .0119766 1.32 0.190 -.0079855 .0395875 water | .0976491 .0466699 2.09 0.039 .0049586 .1903396 cosablat | -.3806243 .2688541 -1.42 0.160 -.9145918 .1533432 pop | .0022899 .0041691 0.55 0.584 -.0059902 .0105701 scale79 | -.001283 .0035617 -0.36 0.720 -.0083568 .0057909 coal80 | -.4543446 .1622546 -2.80 0.006 -.7765962 -.132093 coalgrow | -.0053798 .004553 -1.18 0.240 -.0144224 .0036628 inc79 | .0396596 .0136556 2.90 0.005 .0125384 .0667808 gdpgrow | .0854994 .026281 3.25 0.002 .0333032 .1376957 soviet | .4889992 .1609747 3.04 0.003 .1692896 .8087088 surfmiss | .0002031 .001137 0.18 0.859 -.0020551 .0024612 lit79 | -.0052377 .0019897 -2.63 0.010 -.0091894 -.001286 _cons | -15.39215 12.23461 -1.26 0.212 -39.69113 8.90684 ------------------------------------------------------------------------------ . display e(ll) -104.84624 . est store strCLUSTR . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 92) = 2.97 Prob > F = 0.0107 . test surfmiss lit79 // P(SOC=0) ( 1) surfmiss = 0 ( 2) lit79 = 0 F( 2, 92) = 3.47 Prob > F = 0.0352 . test pop scale79 coal80 coalgrow inc79 gdpgrow surfmiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) surfmiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 92) = 2.90 Prob > F = 0.0045 . . . . . . . . . . * GLS model - GTREND (TABLE 4 COLUMN 2) . * . regress gtrend press water cosablat pop scale79 coal80 coalgrow inc79 gdpgrow soviet gamiss lit79 , robust Regression with robust standard errors Number of obs = 205 F( 12, 192) = 11.70 Prob > F = 0.0000 R-squared = 0.3818 Root MSE = .19188 ------------------------------------------------------------------------------ | Robust gtrend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .0111981 .0038825 2.88 0.004 .0035403 .0188559 water | .0029935 .0302942 0.10 0.921 -.0567587 .0627456 cosablat | -.6022156 .10116 -5.95 0.000 -.8017431 -.402688 pop | -.0019831 .0018514 -1.07 0.285 -.0056349 .0016686 scale79 | .0012449 .0026569 0.47 0.640 -.0039954 .0064853 coal80 | -.3088099 .0775949 -3.98 0.000 -.4618578 -.1557621 coalgrow | .0005013 .002181 0.23 0.818 -.0038006 .0048031 inc79 | .0178763 .0051023 3.50 0.001 .0078125 .0279401 gdpgrow | .0262106 .0104743 2.50 0.013 .0055512 .04687 soviet | .128528 .0683503 1.88 0.062 -.0062859 .2633419 gamiss | -.0034208 .0070647 -0.48 0.629 -.0173553 .0105136 lit79 | -.0026186 .0008484 -3.09 0.002 -.0042921 -.0009451 _cons | -10.5361 3.921097 -2.69 0.008 -18.27006 -2.802147 ------------------------------------------------------------------------------ . display e(ll) 54.263006 . est store gtrendGLS . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 192) = 4.73 Prob > F = 0.0002 . test gamiss lit79 // P(SOC=0) ( 1) gamiss = 0 ( 2) lit79 = 0 F( 2, 192) = 4.80 Prob > F = 0.0093 . test pop scale79 coal80 coalgrow inc79 gdpgrow gamiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) gamiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 192) = 3.60 Prob > F = 0.0004 . . . . . . . . . * CLUSTER model - GTREND . * . regress gtrend press water cosablat pop scale79 coal80 coalgrow inc79 gdpgrow soviet gamiss lit79 , robust cluster > (country) Regression with robust standard errors Number of obs = 205 F( 12, 88) = 14.36 Prob > F = 0.0000 R-squared = 0.3818 Number of clusters (country) = 89 Root MSE = .19188 ------------------------------------------------------------------------------ | Robust gtrend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .0111981 .0038715 2.89 0.005 .0035043 .0188919 water | .0029935 .0301744 0.10 0.921 -.0569717 .0629587 cosablat | -.6022156 .0960527 -6.27 0.000 -.7931002 -.411331 pop | -.0019831 .0014071 -1.41 0.162 -.0047794 .0008131 scale79 | .0012449 .0016827 0.74 0.461 -.002099 .0045889 coal80 | -.3088099 .0725003 -4.26 0.000 -.4528891 -.1647308 coalgrow | .0005013 .002382 0.21 0.834 -.0042325 .0052351 inc79 | .0178763 .0058994 3.03 0.003 .0061526 .0296001 gdpgrow | .0262106 .0126872 2.07 0.042 .0009974 .0514238 soviet | .128528 .0871556 1.47 0.144 -.0446754 .3017314 gamiss | -.0034208 .006039 -0.57 0.573 -.015422 .0085803 lit79 | -.0026186 .0011278 -2.32 0.023 -.0048598 -.0003773 _cons | -10.5361 3.911933 -2.69 0.008 -18.31025 -2.761959 ------------------------------------------------------------------------------ . display e(ll) 54.263006 . est store gtrCLUSTR . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 88) = 3.78 Prob > F = 0.0021 . test gamiss lit79 // P(SOC=0) ( 1) gamiss = 0 ( 2) lit79 = 0 F( 2, 88) = 2.82 Prob > F = 0.0651 . test pop scale79 coal80 coalgrow inc79 gdpgrow gamiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) gamiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 88) = 3.12 Prob > F = 0.0027 . . . ****************************** MAKE RESULTS TABLE - COSABLAT********************************************* . . est table strendGLS strCLUSTR gtrendGLS gtrCLUSTR, t(%5.2f) b(%7.3f) stfmt(%9.2f) stats(N r2 ll bic) -------------------------------------------------------------- Variable | strendGLS strCLUSTR gtrendGLS gtrCLUSTR -------------+------------------------------------------------ press | 0.016 0.016 0.011 0.011 | 1.49 1.32 2.88 2.89 water | 0.098 0.098 0.003 0.003 | 1.80 2.09 0.10 0.10 cosablat | -0.381 -0.381 -0.602 -0.602 | -1.61 -1.42 -5.95 -6.27 pop | 0.002 0.002 -0.002 -0.002 | 0.56 0.55 -1.07 -1.41 scale79 | -0.001 -0.001 0.001 0.001 | -0.31 -0.36 0.47 0.74 coal80 | -0.454 -0.454 -0.309 -0.309 | -2.73 -2.80 -3.98 -4.26 coalgrow | -0.005 -0.005 0.001 0.001 | -1.28 -1.18 0.23 0.21 inc79 | 0.040 0.040 0.018 0.018 | 3.56 2.90 3.50 3.03 gdpgrow | 0.085 0.085 0.026 0.026 | 4.12 3.25 2.50 2.07 soviet | 0.489 0.489 0.129 0.129 | 3.90 3.04 1.88 1.47 surfmiss | 0.000 0.000 | 0.19 0.18 lit79 | -0.005 -0.005 -0.003 -0.003 | -3.18 -2.63 -3.09 -2.32 gamiss | -0.003 -0.003 | -0.48 -0.57 _cons | -15.392 -15.392 -10.536 -10.536 | -1.43 -1.26 -2.69 -2.69 -------------+------------------------------------------------ N | 218.00 218.00 205.00 205.00 r2 | 0.26 0.26 0.38 0.38 ll | -104.85 -104.85 54.26 54.26 bic | 279.69 279.69 -39.33 -39.33 -------------------------------------------------------------- legend: b/t . . . . // . // NOW RE-DO EVERYTHING WITH ABSLAT RATHER THAN COSABLAT . // (LAT IN DEGREES - A TRANFORM TO RADIANS WOULD NOT AFFECT ANYTHING HERE) . // . . . . * GLS model - STREND . * . regress strend press water abslat pop scale79 coal80 coalgrow inc79 gdpgrow soviet surfmiss lit79 , robust Regression with robust standard errors Number of obs = 218 F( 12, 205) = 8.25 Prob > F = 0.0000 R-squared = 0.2582 Root MSE = .40399 ------------------------------------------------------------------------------ | Robust strend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .0136268 .0111856 1.22 0.225 -.0084268 .0356804 water | .1001399 .0544807 1.84 0.067 -.0072745 .2075543 abslat | .0037555 .0024431 1.54 0.126 -.0010613 .0085723 pop | .0022464 .0040646 0.55 0.581 -.0057673 .0102601 scale79 | -.0014113 .0041369 -0.34 0.733 -.0095676 .006745 coal80 | -.4431452 .1675966 -2.64 0.009 -.7735792 -.1127112 coalgrow | -.0051158 .0041543 -1.23 0.220 -.0133065 .0030749 inc79 | .0391556 .0114271 3.43 0.001 .0166259 .0616853 gdpgrow | .0839102 .0210265 3.99 0.000 .0424543 .1253661 soviet | .497177 .1267651 3.92 0.000 .2472464 .7471076 surfmiss | .0002532 .0010769 0.24 0.814 -.00187 .0023763 lit79 | -.0051058 .0016513 -3.09 0.002 -.0083615 -.0018501 _cons | -13.62197 11.29077 -1.21 0.229 -35.88288 8.638949 ------------------------------------------------------------------------------ . display e(ll) -105.04024 . est store strendGLS . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 205) = 3.60 Prob > F = 0.0021 . test surfmiss lit79 // P(SOC=0) ( 1) surfmiss = 0 ( 2) lit79 = 0 F( 2, 205) = 4.83 Prob > F = 0.0090 . test pop scale79 coal80 coalgrow inc79 gdpgrow surfmiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) surfmiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 205) = 2.85 Prob > F = 0.0035 . . . . . . . . * CLUSTER model - STREND . * . regress strend press water abslat pop scale79 coal80 coalgrow inc79 gdpgrow soviet surfmiss lit79 , robust cluster > (country) Regression with robust standard errors Number of obs = 218 F( 12, 92) = 8.10 Prob > F = 0.0000 R-squared = 0.2582 Number of clusters (country) = 93 Root MSE = .40399 ------------------------------------------------------------------------------ | Robust strend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .0136268 .0129831 1.05 0.297 -.0121589 .0394124 water | .1001399 .0471592 2.12 0.036 .0064776 .1938022 abslat | .0037555 .002706 1.39 0.169 -.0016188 .0091299 pop | .0022464 .0041245 0.54 0.587 -.0059453 .0104381 scale79 | -.0014113 .0034566 -0.41 0.684 -.0082763 .0054538 coal80 | -.4431452 .1621104 -2.73 0.008 -.7651104 -.1211799 coalgrow | -.0051158 .0044285 -1.16 0.251 -.0139113 .0036796 inc79 | .0391556 .0141154 2.77 0.007 .0111211 .0671901 gdpgrow | .0839102 .0270135 3.11 0.003 .0302591 .1375613 soviet | .497177 .1669394 2.98 0.004 .1656209 .8287331 surfmiss | .0002532 .0011461 0.22 0.826 -.002023 .0025293 lit79 | -.0051058 .0020159 -2.53 0.013 -.0091095 -.001102 _cons | -13.62197 13.10477 -1.04 0.301 -39.64917 12.40523 ------------------------------------------------------------------------------ . display e(ll) -105.04024 . est store strCLUSTR . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 92) = 2.75 Prob > F = 0.0168 . test surfmiss lit79 // P(SOC=0) ( 1) surfmiss = 0 ( 2) lit79 = 0 F( 2, 92) = 3.21 Prob > F = 0.0450 . test pop scale79 coal80 coalgrow inc79 gdpgrow surfmiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) surfmiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 92) = 2.86 Prob > F = 0.0052 . . . . . . . . . . * GLS model - GTREND . * . regress gtrend press water abslat pop scale79 coal80 coalgrow inc79 gdpgrow soviet gamiss lit79 , robust Regression with robust standard errors Number of obs = 205 F( 12, 192) = 10.43 Prob > F = 0.0000 R-squared = 0.3553 Root MSE = .19595 ------------------------------------------------------------------------------ | Robust gtrend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .0073861 .0041185 1.79 0.074 -.0007372 .0155094 water | .0083987 .0305565 0.27 0.784 -.0518707 .0686682 abslat | .0054823 .0010613 5.17 0.000 .003389 .0075756 pop | -.0020408 .0018645 -1.09 0.275 -.0057184 .0016368 scale79 | .001023 .0026699 0.38 0.702 -.0042431 .0062891 coal80 | -.3034736 .0794069 -3.82 0.000 -.4600955 -.1468517 coalgrow | .0008167 .0022435 0.36 0.716 -.0036084 .0052417 inc79 | .018494 .0054394 3.40 0.001 .0077653 .0292227 gdpgrow | .0254048 .0108758 2.34 0.021 .0039533 .0468562 soviet | .1552591 .0694239 2.24 0.026 .0183275 .2921906 gamiss | -.0011267 .0070313 -0.16 0.873 -.0149953 .0127419 lit79 | -.0024031 .000872 -2.76 0.006 -.004123 -.0006831 _cons | -7.354963 4.167261 -1.76 0.079 -15.57445 .8645274 ------------------------------------------------------------------------------ . display e(ll) 49.962585 . est store gtrendGLS . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 192) = 4.52 Prob > F = 0.0003 . test gamiss lit79 // P(SOC=0) ( 1) gamiss = 0 ( 2) lit79 = 0 F( 2, 192) = 3.80 Prob > F = 0.0241 . test pop scale79 coal80 coalgrow inc79 gdpgrow gamiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) gamiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 192) = 3.23 Prob > F = 0.0011 . . . . . . . . . * CLUSTER model - GTREND . * . regress gtrend press water abslat pop scale79 coal80 coalgrow inc79 gdpgrow soviet gamiss lit79 , robust cluster(c > ountry) Regression with robust standard errors Number of obs = 205 F( 12, 88) = 10.83 Prob > F = 0.0000 R-squared = 0.3553 Number of clusters (country) = 89 Root MSE = .19595 ------------------------------------------------------------------------------ | Robust gtrend | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- press | .0073861 .0043597 1.69 0.094 -.0012779 .0160501 water | .0083987 .0307797 0.27 0.786 -.0527695 .069567 abslat | .0054823 .0012331 4.45 0.000 .0030317 .0079329 pop | -.0020408 .0013277 -1.54 0.128 -.0046793 .0005976 scale79 | .001023 .0015496 0.66 0.511 -.0020566 .0041026 coal80 | -.3034736 .074354 -4.08 0.000 -.4512366 -.1557105 coalgrow | .0008167 .0025526 0.32 0.750 -.004256 .0058894 inc79 | .018494 .0069002 2.68 0.009 .0047813 .0322067 gdpgrow | .0254048 .0138658 1.83 0.070 -.0021506 .0529601 soviet | .1552591 .0961015 1.62 0.110 -.0357223 .3462405 gamiss | -.0011267 .0059118 -0.19 0.849 -.0128752 .0106217 lit79 | -.0024031 .0012087 -1.99 0.050 -.0048052 -9.42e-07 _cons | -7.354963 4.396521 -1.67 0.098 -16.09212 1.382199 ------------------------------------------------------------------------------ . display e(ll) 49.962585 . est store gtrCLUSTR . test pop scale79 coal80 coalgrow inc79 gdpgrow // P(ECON=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 F( 6, 88) = 3.42 Prob > F = 0.0044 . test gamiss lit79 // P(SOC=0) ( 1) gamiss = 0 ( 2) lit79 = 0 F( 2, 88) = 2.00 Prob > F = 0.1417 . test pop scale79 coal80 coalgrow inc79 gdpgrow gamiss lit79 soviet //P(ECON=SOC=SOV=0) ( 1) pop = 0 ( 2) scale79 = 0 ( 3) coal80 = 0 ( 4) coalgrow = 0 ( 5) inc79 = 0 ( 6) gdpgrow = 0 ( 7) gamiss = 0 ( 8) lit79 = 0 ( 9) soviet = 0 F( 9, 88) = 2.63 Prob > F = 0.0096 . . . ****************************** MAKE RESULTS TABLE - ABSLAT ********************************************* . . est table strendGLS strCLUSTR gtrendGLS gtrCLUSTR, t(%5.2f) b(%7.3f) stfmt(%9.2f) stats(N r2 ll bic) -------------------------------------------------------------- Variable | strendGLS strCLUSTR gtrendGLS gtrCLUSTR -------------+------------------------------------------------ press | 0.014 0.014 0.007 0.007 | 1.22 1.05 1.79 1.69 water | 0.100 0.100 0.008 0.008 | 1.84 2.12 0.27 0.27 abslat | 0.004 0.004 0.005 0.005 | 1.54 1.39 5.17 4.45 pop | 0.002 0.002 -0.002 -0.002 | 0.55 0.54 -1.09 -1.54 scale79 | -0.001 -0.001 0.001 0.001 | -0.34 -0.41 0.38 0.66 coal80 | -0.443 -0.443 -0.303 -0.303 | -2.64 -2.73 -3.82 -4.08 coalgrow | -0.005 -0.005 0.001 0.001 | -1.23 -1.16 0.36 0.32 inc79 | 0.039 0.039 0.018 0.018 | 3.43 2.77 3.40 2.68 gdpgrow | 0.084 0.084 0.025 0.025 | 3.99 3.11 2.34 1.83 soviet | 0.497 0.497 0.155 0.155 | 3.92 2.98 2.24 1.62 surfmiss | 0.000 0.000 | 0.24 0.22 lit79 | -0.005 -0.005 -0.002 -0.002 | -3.09 -2.53 -2.76 -1.99 gamiss | -0.001 -0.001 | -0.16 -0.19 _cons | -13.622 -13.622 -7.355 -7.355 | -1.21 -1.04 -1.76 -1.67 -------------+------------------------------------------------ N | 218.00 218.00 205.00 205.00 r2 | 0.26 0.26 0.36 0.36 ll | -105.04 -105.04 49.96 49.96 bic | 280.08 280.08 -30.73 -30.73 -------------------------------------------------------------- legend: b/t . . . . . . . . . end of do-file