Hello friends,
I am currently doing research about the determinants of financial self-sufficiency for moroccan MFIs, I have a data set of 6 individuals and 15 years. I learned that I have to run a Heterogeneity test first. so I am using STATA to do so, But I don't get any results?? I reshaped my data to long format, and declared it as panel data!! I don't know what am I doing wrong, any suggestions?
here's the command :
set more off
local SCR1=0
scalar N=6
scalar T=15
scalar K=7
forvalues i=1/6 {
qui reg OSS OPEX CPB DER EAR PAR30DAYS NAB ALS if i==`i'
local SCR1=`SCR1'+e(rss)
}
di `SCR1'
* Calcul de SCR1C contraint: Estimation sur le modèle empilé
qui reg OSS OPEX CPB DER EAR PAR30DAYS NAB ALS
local SCR1C=e(rss)
di `SCR1C'
*Calcul de la statistique de Fisher F1 N=6 T=15 K=7
local F1=((`SCR1C'-`SCR1')*(N*T-N*(K+1)))/(`SCR1'*(N-1)*(K+1))
*La P_value de F1
di "dof1 = " (N-1)*(K+1) " dof2 = " (N*T-N*(K+1))
local PVF1=Ftail((K+1)*(N-1),(N*T-N*(K+1)),`F1')
* Calcul de SCR1CP: estimation du modèle à effets individuels
xtreg OSS OPEX CPB DER EAR PAR30DAYS NAB ALS ,fe
local SCR1CP=e(rss)
di `SCR1CP'
*Calcul de la statistique de Fisher F2
local F2=((`SCR1CP'-`SCR1')*(N*T-N*(K+1)))/(`SCR1'*(N-1)*K)
*La P_value de F2
di "dof1 = " K*(N-1) " dof2 = " (N*T-N*(K+1))
local PVF2=Ftail(K*(N-1),(N*T-N*(K+1)),`F2')
*Calcul de la statistique de Fisher F3
local F3=(`SCR1C'-`SCR1CP')*(N*(T-1)-K)/(`SCR1CP'*(N-1))
*La P_value de F3
di "dof1 = " (N-1) " dof2 = " (N*(T-1)-K)
local PVF3=Ftail((N-1),(N*(T-1)-K),`F3')
*Affichage des résultats
di in y " SCR1 = " in gr `SCR1'
di in y " SCR1C = " in gr `SCR1C'
di in y " SCR1CP = " in gr `SCR1CP'
di in y "F1 = " in gr `F1'
di in y "F2 = " in gr `F2'
di in y "F3 = " in gr `F3'
di in y "PvalF1 = " in gr `PVF1'
di in y "PvalF2 = " in gr `PVF2'
di in y "PvalF3 = " in gr `PVF3'
It is very unlikely you receive an appropiate response here (particularly, the format of your question is not very readable and more technical details would be needed). I would post it on the Statalist, following carefully their rules (registering, providing a minimum working example, etc.). Good luck!
José-Ignacio Antón , thank you for your recommendation, I appreciate that you took the time to read and answer my question!
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