hasil uji regresi RE

. xtreg LnPOOR LnEDUC LnHEALTH LnSOS LnPDRB LnIPM, re

Random-effects GLS regression Number of obs = 126

Group variable: kab Number of groups = 21

R-sq: within = 0.2700 Obs per group: min = 6

between = 0.5092 avg = 6.0
overall = 0.4991 max = 6

Wald chi2(5) = 57.27

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

LnPOOR Coef. Std. Err. z P>|z| [95% Conf. Interval]

LnEDUC -.0075725 .0309182 -0.24 0.807 -.0681711 .0530261

LnHEALTH -.0008362 .0379765 -0.02 0.982 -.0752686 .0735963
LnSOS .0269735 .0341568 0.79 0.430 -.0399726 .0939196
LnPDRB .6144152 .1081364 5.68 0.000 .4024718 .8263585
LnIPM -3.226103 .907481 -3.56 0.000 -5.004733 -1.447473
_cons 5.977084 2.388733 2.50 0.012 1.295253 10.65892

sigma_u .33827738
sigma_e .09398858
rho .92833471 (fraction of variance due to u_i)
. xtreg LnPOOR LnEDUC LnHEALTH LnSOS LnPDRB LnIPM, fe

Fixed-effects (within) regression Number of obs = 126

Group variable: kab Number of groups = 21

R-sq: within = 0.2835 Obs per group: min = 6

between = 0.3995 avg = 6.0
UJI RE VS FEoverall = 0.3936 max = 6

F(5,100) = 7.91
corr(u_i, Xb) = 0.2390 Prob > F = 0.0000

LnPOOR Coef. Std. Err. t P>|t| [95% Conf. Interval]

LnEDUC -.006529 .030878 -0.21 0.833 -.0677901 .054732

LnHEALTH -.0026558 .0416056 -0.06 0.949 -.0852001 .0798885
LnSOS .0210138 .0348056 0.60 0.547 -.0480395 .0900672
LnPDRB .4526483 .1349711 3.35 0.001 .1848695 .7204271
LnIPM -1.570158 1.096827 -1.43 0.155 -3.746232 .6059163
_cons 3.950671 2.751056 1.44 0.154 -1.507345 9.408688

sigma_u .42800591
sigma_e .09398858
rho .95399584 (fraction of variance due to u_i)

F test that all u_i=0: F(20, 100) = 78.54 Prob > F = 0.0000

.
. estimates store fe

.
. xtreg LnPOOR LnEDUC LnHEALTH LnSOS LnPDRB LnIPM, re

Random-effects GLS regression Number of obs = 126

Group variable: kab Number of groups = 21

R-sq: within = 0.2700 Obs per group: min = 6

between = 0.5092 avg = 6.0
overall = 0.4991 max = 6

Wald chi2(5) = 57.27

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

LnPOOR Coef. Std. Err. z P>|z| [95% Conf. Interval]

LnEDUC -.0075725 .0309182 -0.24 0.807 -.0681711 .0530261

LnHEALTH -.0008362 .0379765 -0.02 0.982 -.0752686 .0735963
LnSOS .0269735 .0341568 0.79 0.430 -.0399726 .0939196
LnPDRB .6144152 .1081364 5.68 0.000 .4024718 .8263585
LnIPM -3.226103 .907481 -3.56 0.000 -5.004733 -1.447473
_cons 5.977084 2.388733 2.50 0.012 1.295253 10.65892

sigma_u .33827738
sigma_e .09398858
rho .92833471 (fraction of variance due to u_i)

.
. estimates store re

.
. hausman fe re

Coefficients
(b) (B) (b-B) sqrt(diag(V_b-V_B))
fe re Difference S.E.

LnEDUC -.006529 -.0075725 .0010435 .

LnHEALTH -.0026558 -.0008362 -.0018196 .0169945
LnSOS .0210138 .0269735 -.0059596 .0066891
LnPDRB .4526483 .6144152 -.1617669 .0807695
LnIPM -1.570158 -3.226103 1.655945 .6160425

b = consistent under Ho and Ha; obtained from xtreg

B = inconsistent under Ha, efficient under Ho; obtained from xtreg

Test: Ho: difference in coefficients not systematic

chi2(5)
= (b-B)'[(V_b-V_B)^(-1)](b-B)
= 6.26
Prob>chi2 = 0.2819
(V_b-V_B is not positive definite)
Uji PLS vs RE

. xtreg LnPOOR LnEDUC LnHEALTH LnSOS LnPDRB LnIPM, re

Random-effects GLS regression Number of obs = 126

Group variable: kab Number of groups = 21

R-sq: within = 0.2700 Obs per group: min = 6

between = 0.5092 avg = 6.0
overall = 0.4991 max = 6

Wald chi2(5) = 57.27

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

LnPOOR Coef. Std. Err. z P>|z| [95% Conf. Interval]

LnEDUC -.0075725 .0309182 -0.24 0.807 -.0681711 .0530261

LnHEALTH -.0008362 .0379765 -0.02 0.982 -.0752686 .0735963
LnSOS .0269735 .0341568 0.79 0.430 -.0399726 .0939196
LnPDRB .6144152 .1081364 5.68 0.000 .4024718 .8263585
LnIPM -3.226103 .907481 -3.56 0.000 -5.004733 -1.447473
_cons 5.977084 2.388733 2.50 0.012 1.295253 10.65892

sigma_u .33827738
sigma_e .09398858
rho .92833471 (fraction of variance due to u_i)

. XTTEST0
unrecognized command: XTTEST0 not defined by XTTEST0.ado
r(199);

. xttest0

Breusch and Pagan Lagrangian multiplier test for random effects

LnPOOR[kab,t] = Xb + u[kab] + e[kab,t]

Estimated results:
Var sd = sqrt(Var)

LnPOOR .2851043 .5339516

e .0088339 .0939886
u .1144316 .3382774

Test: Var(u) = 0
chibar2(01) = 231.93
Prob > chibar2 = 0.0000
PLS VS FE

. xtreg LnPOOR LnEDUC LnHEALTH LnSOS LnPDRB LnIPM, fe

Fixed-effects (within) regression Number of obs = 126

Group variable: kab Number of groups = 21

R-sq: within = 0.2835 Obs per group: min = 6

between = 0.3995 avg = 6.0
overall = 0.3936 max = 6

F(5,100) = 7.91
corr(u_i, Xb) = 0.2390 Prob > F = 0.0000

LnPOOR Coef. Std. Err. t P>|t| [95% Conf. Interval]

LnEDUC -.006529 .030878 -0.21 0.833 -.0677901 .054732

LnHEALTH -.0026558 .0416056 -0.06 0.949 -.0852001 .0798885
LnSOS .0210138 .0348056 0.60 0.547 -.0480395 .0900672
LnPDRB .4526483 .1349711 3.35 0.001 .1848695 .7204271
LnIPM -1.570158 1.096827 -1.43 0.155 -3.746232 .6059163
_cons 3.950671 2.751056 1.44 0.154 -1.507345 9.408688

sigma_u .42800591
sigma_e .09398858
rho .95399584 (fraction of variance due to u_i)

F test that all u_i=0: F(20, 100) = 78.54 Prob > F = 0.0000