User: Aadit Garg

___ ____ ____ ____ ____ ®

/__ / ____/ / ____/ 18.0
___/ / /___/ / /___/ SE—Standard Edition

Statistics and Data Science Copyright 1985-2023 StataCorp LLC

StataCorp
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Stata license: Single-user , expiring 6 May 2024

Serial number: 401809380958
Licensed to: Aadit Garg
SRCC

Notes:
1. Unicode is supported; see help unicode_advice.
2. Maximum number of variables is set to 5,000 but can be increased; see help set_maxvar.

1 . log using "/Users/aaditgarg/Downloads/ECOTRIX PROJECT NEW.smcl"

name: <unnamed>
log: /Users/aaditgarg/Downloads/ECOTRIX PROJECT NEW.smcl
log type: smcl
opened on: 4 May 2024, 14:58:00

2 . *(11 variables, 0 observation pasted into data editor)

3 . *(11 variables, 32 observations pasted into data editor)

4 . tsset years

Time variable: years, 1991 to 2022

Delta: 1 unit

5 . sum

Variable Obs Mean Std. dev. Min Max

years 32 2006.5 9.380832 1991 2022

y 32 4.393224 2.889689 -6.726292 8.184368
x1 32 2.19e+10 1.98e+10 7.35e+07 6.44e+10
x2 32 60.34922 14.85954 29.45682 76.04893
x3 32 17.17138 5.420518 8.494241 25.43086

x4 32 38.66888 12.25605 22.51077 54.57172

x5 32 2.965256 1.184119 1.74839 7.109348
x6 32 -.2833392 .1879832 -.55335 .476368
x7 32 1.33e+12 9.89e+11 2.70e+11 3.42e+12
x8 32 49.9595 1.495908 46.485 52.71

x9 32 2.10e+09 7.06e+08 7.21e+08 3.27e+09

6 . regression y x1 x2 x3 x4 x5 x6 x7 x8 x9
command regression is unrecognized
r(199);

7 . reg y x1 x2 x3 x4 x5 x6 x7 x8 x9

Source SS df MS Number of obs = 32

F(9, 22) = 2.58
Model 132.839257 9 14.7599175 Prob > F = 0.0339
Residual 126.020167 22 5.7281894 R-squared = 0.5132
Adj R-squared = 0.3140
Total 258.859424 31 8.350304 Root MSE = 2.3934

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

x1 -2.06e-10 7.33e-11 -2.80 0.010 -3.58e-10 -5.35e-11

x2 -.0979951 .072036 -1.36 0.187 -.2473886 .0513984
x3 -.0053864 .2814394 -0.02 0.985 -.5890559 .5782832
x4 .5151669 .2616311 1.97 0.062 -.0274227 1.057757
x5 -.8892771 .6453612 -1.38 0.182 -2.227674 .4491201
x6 -2.112591 2.696086 -0.78 0.442 -7.703931 3.478749
x7 1.89e-12 1.73e-12 1.10 0.285 -1.69e-12 5.48e-12
x8 1.760346 .7835565 2.25 0.035 .1353492 3.385343

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x9 -4.91e-10 1.03e-09 -0.48 0.637 -2.62e-09 1.64e-09

_cons -92.42007 39.95152 -2.31 0.030 -175.2745 -9.565681

8 . predict ui, residuals

9 . jb ui
Jarque-Bera normality test: 1.711 Chi(2) .4252
Jarque-Bera test for Ho: normality:

10 . histogram ui, normal

(bin=5, start=-4.1737537, width=1.5068362)

11 . qnorm ui

12 . pwcorr x1 x2 x3 x4 x5 x6 x7 x8 x9 ui

x1 x2 x3 x4 x5 x6 x7

x1 1.0000
x2 0.6692 1.0000
x3 0.7528 0.7914 1.0000
x4 0.9162 0.7430 0.9099 1.0000
x5 0.1559 0.1730 0.4640 0.3383 1.0000
x6 0.0188 -0.1130 -0.2514 -0.1536 -0.3104 1.0000
x7 0.9263 0.6403 0.7233 0.8962 0.0109 0.0700 1.0000
x8 -0.8311 -0.4029 -0.5941 -0.8073 -0.0358 0.0219 -0.8269
x9 0.5516 0.1091 0.3433 0.5521 0.0535 -0.0224 0.6179
ui -0.0000 0.0000 -0.0000 -0.0000 0.0000 -0.0000 -0.0000

x8 x9 ui

x8 1.0000
x9 -0.5423 1.0000
ui 0.0000 -0.0000 1.0000

13 . estat vif

Variable VIF 1/VIF

x4 55.64 0.017971
x7 15.80 0.063291
x3 12.59 0.079397
x1 11.44 0.087401
x8 7.44 0.134495
x2 6.20 0.161267
x5 3.16 0.316417
x9 2.84 0.352435
x6 1.39 0.719366

Mean VIF 12.95

14 . estat hettest

Breusch–Pagan/Cook–Weisberg test for heteroskedasticity

Assumption: Normal error terms
Variable: Fitted values of y

H0: Constant variance

chi2(1) = 1.41
Prob > chi2 = 0.2356

15 . estat ovtest

Ramsey RESET test for omitted variables

Omitted: Powers of fitted values of y

H0: Model has no omitted variables

F(3, 19) = 6.64

Prob > F = 0.0030

16 . imtest, white

White's test
H0: Homoskedasticity
Ha: Unrestricted heteroskedasticity

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chi2(31) = 32.00
Prob > chi2 = 0.4167

Cameron & Trivedi's decomposition of IM-test

Source chi2 df p

Heteroskedasticity 32.00 31 0.4167

Skewness 12.74 9 0.1749
Kurtosis 1.88 1 0.1699

Total 46.62 41 0.2523

17 . estat dwatson

Durbin–Watson d-statistic( 10, 32) = 1.419278

18 . graph export "/Users/aaditgarg/Downloads/QNORM RESIDUALS .png", as(png) name("Graph")

file /Users/aaditgarg/Downloads/QNORM RESIDUALS .png saved as PNG format

19 . histogram ui, normal

(bin=5, start=-4.1737537, width=1.5068362)

20 . graph export "/Users/aaditgarg/Downloads/HISTOGRAM UI, normal.png", as(png) name("Graph")

file /Users/aaditgarg/Downloads/HISTOGRAM UI, normal.png saved as PNG format

21 . log close
name: <unnamed>
log: /Users/aaditgarg/Downloads/ECOTRIX PROJECT NEW.smcl
log type: smcl
closed on: 4 May 2024, 15:12:01

22 .

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