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Farrar Glauber Test

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Farrar Glauber Test
est. regress share01 msz01 mkts01 dists01 imps01 exp01 costef01 Source Model Residual Total share01 msz01 mkts01 dists01 imps01 exp01 costef01 _cons SS .009219454 .009618643 .018838097 Coef. .0039095 .0116468 -.0483168 .0079969 .0032243 .0036286 -.0098497 df 6 169 175 MS .001536576 .000056915 .000107646 t 10.95 1.40 -1.46 0.73 1.19 1.98 -4.41 P>|t| 0.000 0.162 0.147 0.464 0.234 0.049 0.000 Number of obs F( 6, 169) Prob > F R-squared Adj R-squared Root MSE = = = = = = 176 27.00 0.0000 0.4894 0.4713 .00754

Std. Err. .0003571 .0082971 .0331948 .0108996 .0026993 .0018309 .0022328

[95% Conf. Interval] .0032045 -.0047325 -.1138466 -.0135199 -.0021044 .0000141 -.0142575 .0046144 .0280262 .0172131 .0295138 .0085531 .0072431 -.0054418

. regress msz01 share01 Source Model Residual Total msz01 share01 mkts01 dists01 imps01 exp01 costef01 _cons SS

mkts01 dists01 imps01 exp01 costef01 df 6 169 175 MS 68.5616077 1.5451477 3.8428549 t 10.95 -1.20 -0.21 0.70 2.07 -7.86 16.08 P>|t| 0.000 0.231 0.833 0.488 0.040 0.000 0.000 Number of obs F( 6, 169) Prob > F R-squared Adj R-squared Root MSE = = = = = = 176 44.37 0.0000 0.6117 0.5979 1.243

411.369646 261.129962 672.499608 Coef. 106.1361 -1.646002 -1.162064 1.249343 .9117221 -2.052116 3.927283

Std. Err. 9.694577 1.369202 5.502873 1.796185 .441095 .2611658 .2442753

[95% Conf. Interval] 86.99808 -4.348945 -12.02529 -2.296507 .0409564 -2.567683 3.445059 125.2742 1.056941 9.70116 4.795193 1.782488 -1.536548 4.409507

. regress mkts01 msz01 share01 Source Model Residual Total mkts01 msz01 share01 dists01 imps01 exp01 costef01 _cons SS .079860752 .817215724 .897076476 Coef. -.0051512 .9895345 .50273 .2455976 -.0497922 -.0163415 .0696949 df 6 169 175

dists01 imps01 exp01 costef01 MS .013310125 .004835596 .005126151 t -1.20 1.40 1.65 2.48 -2.02 -0.96 3.31 P>|t| 0.231 0.162 0.102 0.014 0.045 0.339 0.001 Number of obs F( 6, 169) Prob > F R-squared Adj R-squared Root MSE = = = = = = 176 2.75 0.0141 0.0890 0.0567 .06954
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