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ROAfinal - Test

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   . des LIQ SIZE CRER CAP ROA GDP inf storage display value variable name type format label variable label --------------------------------------------------------------------------------------------------------------------------------- LIQ double %10.0g LIQ SIZE double %10.0g SIZE CRER double %10.0g CRER CAP double %10.0g CAP ROA double %10.0g ROA GDP double %10.0g GDP inf double %10.0g inf . sum LIQ SIZE CRER CAP ROA GDP inf Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- LIQ | 145 1.689059 1.393171 .2716642 9.846009 SIZE | 145 18.82349 1.076943 14.80364 20.99561 CRER | 145 .0376819 .0726522 .0011803 .509726 CAP | 145 .0922606 .0854123 .0325718 .8677247 ROA | 145 .0083358 .0082102 .000218 .0767586 -------------+--------------------------------------------------------- GDP | 145 .0622979 .0061046 .0525 .0708 inf | 145 .0539862 .0409753 .0063 .1858 . reg ROA LIQ SIZE CRER CAP GDP inf Source | SS df MS Number of obs = 145 -------------+---------------------------------- F(6, 138) = 22.63 Model | .004814368 6 .000802395 Prob > F = 0.0000   Residual | .004892267 138 .000035451 R-squared = 0.4960 -------------+---------------------------------- Adj R-squared = 0.4741 Total | .009706635 144 .000067407 Root MSE = .00595 ------------------------------------------------------------------------------ ROA | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- LIQ | -.0006924 .0003642 -1.90 0.059 -.0014125 .0000277 SIZE | .0011473 .0005323 2.16 0.033 .0000948 .0021997 CRER | -.0080063 .0069287 -1.16 0.250 -.0217064 .0056938 CAP | .0678006 .0066227 10.24 0.000 .0547056 .0808956 GDP | .2473437 .0928534 2.66 0.009 .0637443 .430943 inf | .0502915 .0136386 3.69 0.000 .0233239 .077259  _cons | -.0361684 .0117275 -3.08 0.002 -.0593572 -.0129796 ------------------------------------------------------------------------------ . ovtest Ramsey RESET test using powers of the fitted values of ROA Ho: model has no omitted variables F(3, 135) = 22.53 Prob > F = 0.0000 . corr LIQ SIZE CRER CAP ROA GDP inf (obs=145) | LIQ SIZE CRER CAP ROA GDP inf -------------+--------------------------------------------------------------- LIQ | 1.0000 SIZE | -0.1010 1.0000 CRER | 0.0270 0.1355 1.0000 CAP | -0.0564 -0.4539 -0.0983 1.0000   ROA | -0.2025 -0.1598 -0.1221 0.6278 1.0000 GDP | 0.0071 0.2167 0.1118 -0.1920 -0.0374 1.0000 inf | -0.1171 -0.1285 -0.0783 0.0499 0.2057 -0.4373 1.0000 . vif Variable | VIF 1/VIF -------------+---------------------- SIZE | 1.33 0.749243 GDP | 1.31 0.766234 CAP | 1.30 0.769415 inf | 1.27 0.788292 LIQ | 1.05 0.956318 CRER | 1.03 0.971563 -------------+---------------------- Mean VIF | 1.21 . imtest, white White's test for Ho: homoskedasticity against Ha: unrestricted heteroskedasticity chi2(27) = 117.57 Prob > chi2 = 0.0000 Cameron & Trivedi's decomposition of IM-test --------------------------------------------------- Source | chi2 df p ---------------------+----------------------------- Heteroskedasticity | 117.57 27 0.0000   Skewness | 24.00 6 0.0005 Kurtosis | 2.14 1 0.1431 ---------------------+----------------------------- Total | 143.71 34 0.0000 --------------------------------------------------- . hettest Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of ROA chi2(1) = 335.29 Prob > chi2 = 0.0000 . predict e, residuals . sktest e Skewness/Kurtosis tests for Normality ------ joint ------ Variable | Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2) Prob>chi2 -------------+--------------------------------------------------------------- e | 145 0.9253 0.0000 25.13 0.0000 . reg ROA LIQ SIZE CRER CAP GDP inf, robust Linear regression Number of obs = 145 F(6, 138) = 8.58 Prob > F = 0.0000 R-squared = 0.4960 Root MSE = .00595
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