Hi every one, I used system GMM regr model, the result of my overall Model show +sig. @1% level. But, 2 out 3 dimension show -SIG @1%, How possible?

For example: overall coefficient result= 0.0156 +SIG 1st dimension = -0.0004 Sig 2nd dimension= -0.0003 Sig 3rd dimension= 0.01454 Insignificant. I used balance panel data in stata...

29 January 2020 7,865 6 View