Wednesday November 16 11:11:58 2022 Page 1

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Statistics/Data Analysis

User: rima

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/__ / ____/ / ____/
___/ / /___/ / /___/ 14.2 Copyright 1985-2015 StataCorp LP
Statistics/Data Analysis StataCorp
4905 Lakeway Drive
College Station, Texas 77845 USA
800-STATA-PC http://www.stata.com
979-696-4600 stata@stata.com
979-696-4601 (fax)

Single-user Stata perpetual license:

Serial number: 10699393
Licensed to: Andrey

Notes:
1. Unicode is supported; see help unicode_advice.

1 . use "C:\Users\winan\Documents\Analisis Stata\data longlat.dta", clear

2 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

3 . spmat idistance W_invn LONGITUDE LATITUDE, id(id) normalize(row)

4 . spmat summarize W_invn

Summary of spatial-weighting object W_invn

Matrix Description

Dimensions 113 x 113

Stored as 113 x 113
Values
min 0
min>0 .0004474
mean .0088496
max .7718628

5 .
end of do-file

6 . clear

7 . import excel "C:\Users\winan\Documents\Analisis Stata\DATA TESIS.xlsx", sheet("fix") firstrow

8 . save "C:\Users\winan\Documents\Analisis Stata\datatesis"

file C:\Users\winan\Documents\Analisis Stata\datatesis.dta saved

9 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"
 Wednesday November 16 11:11:58 2022 Page 2

10 . xtset id Tahun
panel variable: id (strongly balanced)
time variable: Tahun, 2015 to 2020
delta: 1 unit

11 .
end of do-file

12 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

13 . global varxpanel LN_yt1 PAD DAPER BP BB BM IPM JALAN MANPOWER

14 .
end of do-file

15 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

16 . xtdescribe

id: 1, 2, ..., 113 n = 113

Tahun: 2015, 2016, ..., 2020 T = 6
Delta(Tahun) = 1 unit
Span(Tahun) = 6 periods
(id*Tahun uniquely identifies each observation)

Distribution of T_i: min 5% 25% 50% 75% 95% max

6 6 6 6 6 6 6

Freq. Percent Cum. Pattern

113 100.00 100.00 111111

113 100.00 XXXXXX

17 . xtsum Y

Variable Mean Std. Dev. Min Max Observations

Y overall .0304553 .0425966 -.2288563 .2071432 N = 678

between .0123561 -.0171083 .0839426 n = 113
within .040779 -.1878309 .184807 T = 6

18 .
end of do-file

19 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

20 . xtreg Y $varxpanel, fe

Fixed-effects (within) regression Number of obs = 678

Group variable: id Number of groups = 113

R-sq: Obs per group:

within = 0.5494 min = 6
between = 0.0009 avg = 6.0
overall = 0.0101 max = 6

F(9,556) = 75.31
corr(u_i, Xb) = -0.9902 Prob > F = 0.0000
 Wednesday November 16 11:11:58 2022 Page 3

Y Coef. Std. Err. t P>|t| [95% Conf. Interval]

LN_yt1 -.4388111 .0406797 -10.79 0.000 -.5187159 -.3589064

PAD -.0639307 .0754822 -0.85 0.397 -.2121959 .0843346
DAPER -.0033567 .0058912 -0.57 0.569 -.0149285 .0082151
BP -.0593075 .0329501 -1.80 0.072 -.1240295 .0054145
BB .0626799 .0478054 1.31 0.190 -.0312214 .1565813
BM .1474755 .0349496 4.22 0.000 .0788261 .2161248
IPM .0170159 .0035025 4.86 0.000 .0101361 .0238958
JALAN .022403 .0084041 2.67 0.008 .0058953 .0389107
MANPOWER 1.419035 .1205008 11.78 0.000 1.182343 1.655728
_cons 1.903202 .3014775 6.31 0.000 1.311028 2.495376

sigma_u .2319977
sigma_e .03020677
rho .98332982 (fraction of variance due to u_i)

F test that all u_i=0: F(112, 556) = 4.74 Prob > F = 0.0000

21 .
end of do-file

22 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

23 . ssc install xtcsd

checking xtcsd consistency and verifying not already installed...
all files already exist and are up to date.

24 .
end of do-file

25 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

26 . xtcsd, pes abs

Pesaran's test of cross sectional independence = 38.611, Pr = 0.0000

Average absolute value of the off-diagonal elements = 0.539

27 .
end of do-file

28 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

29 . xsmle Y $varxpanel, wmat(W_invn) mod(sar) hausman nolog

... estimating fixed-effects model to perform Hausman test

SAR with random-effects Number of obs = 678

Group variable: id Number of groups = 113

Time variable: Tahun Panel length = 6

R-sq: within = 0.6176

between = 0.0449
overall = 0.5601
 Wednesday November 16 11:11:58 2022 Page 4

Log-likelihood = 1521.7331

Y Coef. Std. Err. z P>|z| [95% Conf. Interval]

Main
LN_yt1 -.0021167 .002299 -0.92 0.357 -.0066226 .0023893
PAD -.0102704 .0172329 -0.60 0.551 -.0440463 .0235054
DAPER -.0018519 .0044635 -0.41 0.678 -.0106002 .0068964
BP .0019687 .0163953 0.12 0.904 -.0301656 .034103
BB .0184042 .0204076 0.90 0.367 -.0215939 .0584023
BM .0383794 .0205132 1.87 0.061 -.0018258 .0785846
IPM .000178 .0003142 0.57 0.571 -.0004377 .0007938
JALAN .0107487 .005742 1.87 0.061 -.0005054 .0220028
MANPOWER .0904225 .0423283 2.14 0.033 .0074605 .1733845
_cons -.0916046 .0463916 -1.97 0.048 -.1825304 -.0006788

Spatial
rho .9088053 .0243767 37.28 0.000 .8610278 .9565829

Variance
lgt_theta 1.437526 .3882836 3.70 0.000 .6765045 2.198548
sigma2_e .0005802 .0000349 16.63 0.000 .0005118 .0006486

Ho: difference in coeffs not systematic chi2(10) = 43.77 Prob>=chi2 = 0.0000

30 . estat ic

Akaike's information criterion and Bayesian information criterion

Model Obs ll(null) ll(model) df AIC BIC

. 678 . 1521.733 13 -3017.466 -2958.717

Note: N=Obs used in calculating BIC; see [R] BIC note.

31 .
end of do-file

32 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

33 . xsmle Y $varxpanel, emat(W_invn) mod(sem) hausman nolog

... estimating fixed-effects model to perform Hausman test

SEM with random-effects Number of obs = 678

Group variable: id Number of groups = 113

Time variable: Tahun Panel length = 6

R-sq: within = 0.0141

between = 0.0559
overall = 0.0154
 Wednesday November 16 11:11:59 2022 Page 5

Log-likelihood = 1520.5715

Y Coef. Std. Err. z P>|z| [95% Conf. Interval]

Main
LN_yt1 -.0019784 .0023471 -0.84 0.399 -.0065787 .0026218
PAD -.0065568 .0196726 -0.33 0.739 -.0451145 .0320008
DAPER -.0034049 .0063847 -0.53 0.594 -.0159186 .0091088
BP -.0172347 .0188048 -0.92 0.359 -.0540914 .019622
BB .0236931 .0225634 1.05 0.294 -.0205304 .0679166
BM .0121966 .0224666 0.54 0.587 -.031837 .0562302
IPM .0002483 .0003546 0.70 0.484 -.0004468 .0009434
JALAN .0086315 .0058547 1.47 0.140 -.0028436 .0201066
MANPOWER .0697659 .0431725 1.62 0.106 -.0148507 .1543825
_cons -.0386812 .0491306 -0.79 0.431 -.1349754 .057613

Spatial
lambda .9331492 .0193597 48.20 0.000 .8952049 .9710935

Variance
ln_phi -2.40451 .4167507 -5.77 0.000 -3.221326 -1.587693
sigma2_e .000577 .0000346 16.65 0.000 .0005091 .0006449

Ho: difference in coeffs not systematic chi2(10) = 70.45 Prob>=chi2 = 0.0000

34 . estat ic

Akaike's information criterion and Bayesian information criterion

Model Obs ll(null) ll(model) df AIC BIC

. 678 . 1520.572 13 -3015.143 -2956.394

Note: N=Obs used in calculating BIC; see [R] BIC note.

35 .
end of do-file

36 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

37 . estimates store SEMpnel

38 .
end of do-file

39 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

40 . estimates table SARpnel SEMpnel, b

estimation result SARpnel not found
r(111);

end of do-file

r(111);
 Wednesday November 16 11:11:59 2022 Page 6

41 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

42 . xsmle Y $varxpanel, wmat(W_invn) mod(sar) hausman nolog

... estimating fixed-effects model to perform Hausman test

SAR with random-effects Number of obs = 678

Group variable: id Number of groups = 113

Time variable: Tahun Panel length = 6

R-sq: within = 0.6176

between = 0.0449
overall = 0.5601

Log-likelihood = 1521.7331

Y Coef. Std. Err. z P>|z| [95% Conf. Interval]

Main
LN_yt1 -.0021167 .002299 -0.92 0.357 -.0066226 .0023893
PAD -.0102704 .0172329 -0.60 0.551 -.0440463 .0235054
DAPER -.0018519 .0044635 -0.41 0.678 -.0106002 .0068964
BP .0019687 .0163953 0.12 0.904 -.0301656 .034103
BB .0184042 .0204076 0.90 0.367 -.0215939 .0584023
BM .0383794 .0205132 1.87 0.061 -.0018258 .0785846
IPM .000178 .0003142 0.57 0.571 -.0004377 .0007938
JALAN .0107487 .005742 1.87 0.061 -.0005054 .0220028
MANPOWER .0904225 .0423283 2.14 0.033 .0074605 .1733845
_cons -.0916046 .0463916 -1.97 0.048 -.1825304 -.0006788

Spatial
rho .9088053 .0243767 37.28 0.000 .8610278 .9565829

Variance
lgt_theta 1.437526 .3882836 3.70 0.000 .6765045 2.198548
sigma2_e .0005802 .0000349 16.63 0.000 .0005118 .0006486

Ho: difference in coeffs not systematic chi2(10) = 43.77 Prob>=chi2 = 0.0000

43 . estat ic

Akaike's information criterion and Bayesian information criterion

Model Obs ll(null) ll(model) df AIC BIC

. 678 . 1521.733 13 -3017.466 -2958.717

Note: N=Obs used in calculating BIC; see [R] BIC note.

 Wednesday November 16 11:11:59 2022 Page 7

44 . estimates store SARpnel

45 .
end of do-file

46 . do "C:\Users\winan\AppData\Local\Temp\STD00000000.tmp"

47 . estimates table SARpnel SEMpnel, b

Variable SARpnel SEMpnel

Main
LN_yt1 -.00211666 -.00197843
PAD -.01027044 -.00655684
DAPER -.00185192 -.00340488
BP .0019687 -.01723471
BB .01840422 .0236931
BM .03837939 .01219659
IPM .00017804 .0002483
JALAN .01074874 .00863153
MANPOWER .09042246 .0697659
_cons -.09160464 -.0386812

Spatial
rho .90880534
lambda .93314921

Variance
lgt_theta 1.4375264
sigma2_e .00058021 .00057697
ln_phi -2.4045098

48 .
end of do-file

49 .