File racd9.1st July 1998 and revised May 2000 This file describes all data and programs for chapter 9 of A.C. Cameron and P.K. Trivedi (1998) REGRESSION ANALYSIS OF COUNT DATA Econometric Society Monograph No.30, Cambridge University Press. Note that for this chapter there are two data sets: (1) racd9d1.asc The original data set, exactly same as patr7079.dat (2) racd9d2.asc A transformation of this, with data restructured in format needed for Limdep panel data commands. *** Note: RACD chapter 9 Table 9.1. columns 1, 2, 5 and 6 are in error. The Poisson coefficients (in regression with intercept and 4 year dummies) in column 1 should be: For LOGR to LOGR_5: 0.1345 -0.0529 0.0082 0.0660 0.0901 0.2395 and for ln size and DSCI: 0.2528 0.4543 with ln L = -17834.14 In column 3 the log-likelihood should be ln L = -3536.29 The Neg bin fixed effects coefficients (in regression with 4 year dummies) in column 5 should be: For LOGR to LOGR_5: 0.3633 0.1555 0.1741 0.0147 0.0288 0.1360 with ln L = -3391.35 --------- Complete lists of chapter 9 files --------- racd9.1st Description of chapter 9 data and programs racd9d1.asc Original formatted (and also space delimited) ascii data set. Exactly same patr7079.dat racd9d2.asc Transformed formatted (and also space delimited) ascii data set. Transformed so in form for Limdep panel data commands. racd9p1.lim Limdep program that creates racd9d2.asc from racd9d1.asc racd9p1.out Output from Limdep program racd9p1.lim racd9p2.lim Limdep program that does chapter 9 analysis using Limdep panel data commands and data set racd9d2.asc racd9p2.out Output from Limdep program racd9p2.lim racd9d3.dat Gauss data set with exactly same data as racd9d1.asc racd9d3.dht Gauss data set names racd9p4.gau Gauss program for chapter 9. racd9p4.out Output from Gauss program racd9p4.gau racd9p6.do Stata program for chapter 9. racd9p6.out Output from Stata program racd9p6.out for chapter 9. --------- Summary of chapter 9 data (two data sets) --------- File racd9d1.asc has data on 346 firms There are 4 lines per firm, with 25 variables Time-invariant: CUSIP,ARDSSIC,SCISECT,LOGK,SUMPAT, Time-varying X: LOGR70,LOGR71,LOGR72, ....., LOGR77,LOGR78,LOGR79 Time-varying Y: PAT70,PAT71,PAT72, ....., PAT77,PAT78,PAT79 in the format: I7,I3,I2,5F12.6/6F12.6/6F12.6/5F12.6/ where CUSIP Compustat's identifying number for the firm (Committee on Uniform Security Identification Procedures number). ARDSIC A two-digit code for the applied R&D industrial classification (roughly that in Bound, Cummins, Griliches, Hall, and Jaffe, in the Griliches R&D, Patents, and Productivity volume). SCISECT Dummy equal to one for firms in the scientific sector. LOGK The logarithm of the book value of capital in 1972. SUMPAT The sum of patents applied for between 1972-1979. LOGR70- The logarithm of R&D spending during the year (in 1972 dollars). LOGR79 PAT70- The number of patents applied for during the year that were PAT79 eventually granted. File racd9d2.asc has 1730 lines = 346 firms times 5 years (1975-79) per firm For each firm in each year there is data on Time-invariant variables: OBSNO,YEAR,CUSIP,ARDSSIC,SCISECT,LOGK,SUMPAT Patents and up to 4 lags: PAT,PAT1,PAT2,PAT3,PAT4 LogR and up to 5 lags: LOGR,LOGR1,LOGR2,LOGR3,LOGR4,LOGR5 Each line is formatted as: 5F9.1,F12.5,6F8.1,6F12.5 Example: Since 97/5 = 19 and 2/5 Line 97 has data on firm 20 in year 2 (which is year 1976) --------- Details on chapter 9 data, including variable definitions --------- The data is the same data as originally used in Bronwyn Hall, Zvi Griliches, and Jerry Hausman (1986), "Patents and R&D: Is There a Lag?", International Economic Review, 27, 265-283. CUSIP Compustat's identifying number for the firm (Committee on Uniform Security Identification Procedures number). ARDSIC A two-digit code for the applied R&D industrial classification (roughly that in Bound, Cummins, Griliches, Hall, and Jaffe, in the Griliches R&D, Patents, and Productivity volume). SCISECT Dummy equal to one for firms in the scientific sector. LOGK The logarithm of the book value of capital in 1972. SUMPAT The sum of patents applied for between 1972-1979. LOGR70- The logarithm of R&D spending during the year (in 1972 dollars). LOGR79 PAT70- The number of patents applied for during the year that were PAT79 eventually granted. --------- Descriptive statistics for the data set racd9d1.asc --------- Descriptive Statistics Variable Mean Std. Dev. Skew. Kurt. Minimum Maximum Cases 컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴 CUSIP 531201.2052 282074.8808 -0.2 1.9 800.0000 989399.0000 346 ARDSSIC 9.9762 5.4597 0.0 1.7 1.0000 21.0000 336 SCISECT 0.4249 0.4950 0.3 1.1 0.0000 1.0000 346 LOGK 3.9211 2.0955 0.1 2.6 -1.7696 9.6663 346 SUMPAT 284.7312 571.1136 3.4 16.5 0.0000 3806.0000 346 LOGR70 1.1983 1.9420 0.1 2.6 -3.6735 6.5664 346 LOGR71 1.1692 1.9294 0.2 2.6 -3.5306 6.9569 346 LOGR72 1.1860 1.9291 0.3 2.6 -3.3524 6.9701 346 LOGR73 1.2311 1.9349 0.3 2.6 -3.6739 7.0621 346 LOGR74 1.2326 1.9464 0.3 2.6 -3.1527 7.0652 346 LOGR75 1.1658 1.9800 0.2 2.5 -3.5476 6.7649 346 LOGR76 1.2129 1.9793 0.2 2.5 -3.8487 6.8285 346 LOGR77 1.2500 2.0030 0.2 2.5 -3.4788 6.9025 346 LOGR78 1.3065 2.0198 0.1 2.6 -3.2832 6.9634 346 LOGR79 1.3456 2.0550 0.1 2.7 -3.5774 7.0343 346 PAT70 40.0029 82.5034 3.8 19.8 0.0000 608.0000 346 PAT71 38.1098 78.4031 3.7 19.7 0.0000 553.0000 346 PAT72 36.3092 74.8159 3.9 21.8 0.0000 557.0000 346 PAT73 36.9538 77.9197 3.9 21.7 0.0000 595.0000 346 PAT74 37.6098 75.9439 3.6 18.0 0.0000 528.0000 346 PAT75 36.8728 75.9879 3.6 18.2 0.0000 508.0000 346 PAT76 35.8468 73.3161 3.5 16.9 0.0000 487.0000 346 PAT77 36.2312 72.7515 3.2 14.6 0.0000 456.0000 346 PAT78 32.8064 65.6505 3.3 15.6 0.0000 434.0000 346 PAT79 32.1012 66.3620 3.5 18.7 0.0000 515.0000 346 --------- Descriptive statistics for the data set racd9d1.asc --------- Descriptive Statistics Variable Mean Std. Dev. Skew. Kurt. Minimum Maximum Cases 컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴컴 OBSNO 173.5000 99.9101 0.0 1.8 1.0000 346.0000 1730 YEAR 3.0000 1.4146 0.0 1.7 1.0000 5.0000 1730 CUSIP 531201.2052 281748.4051 -0.2 1.9 800.0000 989399.0000 1730 ARDSSIC 9.9762 5.4532 0.0 1.7 1.0000 21.0000 1680 SCISECT 0.4249 0.4945 0.3 1.1 0.0000 1.0000 1730 LOGK 3.9211 2.0931 0.1 2.6 -1.7696 9.6663 1730 SUMPAT 284.7312 570.4526 3.4 16.5 0.0000 3806.0000 1730 PAT 34.7717 70.8754 3.5 17.1 0.0000 515.0000 1730 PAT1 35.8734 72.7624 3.5 17.1 0.0000 528.0000 1730 PAT2 36.7029 75.1233 3.6 18.2 0.0000 595.0000 1730 PAT3 36.7185 75.5268 3.7 19.5 0.0000 595.0000 1730 PAT4 37.1711 76.5397 3.8 20.0 0.0000 595.0000 1730 LOGR 1.2562 2.0063 0.2 2.6 -3.8487 7.0343 1730 LOGR1 1.2336 1.9841 0.2 2.6 -3.8487 7.0652 1730 LOGR2 1.2185 1.9668 0.2 2.6 -3.8487 7.0652 1730 LOGR3 1.2057 1.9520 0.2 2.6 -3.8487 7.0652 1730 LOGR4 1.1969 1.9420 0.2 2.6 -3.6739 7.0652 1730 LOGR5 1.2035 1.9343 0.2 2.6 -3.6739 7.0652 1730 --------- Information from the original source --------- The following comes from Bronwyn Hall at web-site http://elsa.berkeley.edu/Data/bhhall/ It is file patrhgh.doc In chapter 9 of RACD we use just patr7079.dat patrhgh.doc Last update Nov. 20, 1994 Bronwyn H. Hall ================================================================ This is the documentation for the two files patr7079.dat and patr7279.dat. These files contain data on 346 and 642 manufacturing firms with patents and R&D spending from 1970 to 1979 and 1972 to 1979 respectively. The 346 firms are a subset of the 642. The data are those used in Hall, Griliches, and Hausman (1986), "Patents and R&D: Is There a Lag?", IER 27: 265-283. The selection of the firms, and creation of the data are described in Hall, Griliches, and Hausman, NBER Technical Working Paper No. 72 by Cummins, Hall, Laderman, and Mundy, and Bound, Cummins, Griliches, Hall, and Jaffe, "Who Does R&D and Who Patents?," in Griliches, Zvi (ed), R&D, Patents, and Productivity, University of Chicago Press (1984). The files have the same organization, fixed format ~80 column length, 4 records per firm-observation, data separated by blanks, but in fixed fields so the file can be read either by fixed or free format commands. The order of the variables is the following: CUSIP Compustat's identifying number for the firm (Committee on Uniform Security Identification Procedures number). ARDSIC A two-digit code for the applied R&D industrial classification (roughly that in Bound, Cummins, Griliches, Hall, and Jaffe, in the Griliches R&D, Patents, and Productivity volume). SCISECT Dummy equal to one for firms in the scientific sector. LOGK The logarithm of the book value of capital in 1972. SUMPAT The sum of patents applied for between 1972-1979. LOGR70- The logarithm of R&D spending during the year (in 1972 dollars). LOGR79 PAT70- The number of patents applied for during the year that were PAT79 eventually granted. The PATR7279 file has the same variables, but contains only LOGR72-LOGR79 and PAT72-PAT79. --------- Stata Estimates (a subset of results in racd9p6.out) --------- Panel data analysis for chapter 9 p.308-9 A.C. Cameron and Pravin K. Trivedi (1998), REGRESSION ANALYSIS OF COUNT DATA, Econometric Society Monograph No.30, Cambridge University Press. In the book only fixed effects estimates are given. Here random effects estimates are also given for several models, except that random effects Poisson for full model did not work (at this stage no attempt made for different starting valies) ------------------------------------------------------------------------------ PAT | Poiss FE NB FE Poiss RE Poiss RE NB RE NB RE ---------+-------------------------------------------------------------------- LOGR | .1345 .3222 .3632 - .5449 .3503 .3320 LOGR1 | -.0529 -.0871 .1555 - .0536 -.0030 .1538 LOGR2 | .0083 .0786 .1740 - .1708 .1050 .1730 LOGR3 | .0662 .0011 .0149 - .0835 .0164 .0295 LOGR4 | .0902 -.0046 .0288 - .0336 .0359 .0417 LOGR5 | .2395 .0026 .1361 - .1221 .0718 .1712 dyear2 | -.0435 -.0436 .0265 - -.0240 -.0437 .0183 dyear3 | -.0524 -.0400 .0021 - -.0384 -.0557 -.0076 dyear4 | -.1703 -.1571 -.1378 - -.1819 -.1831 -.1483 dyear5 | -.2019 -.1980 -.1930 - -.2570 -.2300 -.2007 LOGK | .2529 - .1619 - SCISECT | .4543 - .1176 - _cons | .8099 - .8996 - alpha | - 2.0761 r | 2.6852 2.3236 s | 2.0157 4.7002 log L | -277834 -3536.3 -3391.3 - -5479.2 -4948.5 -5074.6 Sum LOGR | 0.4858 0.3128 0.8725 - 1.0085 0.5764 0.9012 **** (0) STATA: POISSON CROSS-SECTION Poisson regression Number of obs = 1730 LR chi2(12) = 114872.65 Prob > chi2 = 0.0000 Log likelihood = -17834.138 Pseudo R2 = 0.7631 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | .1345243 .0307183 4.379 0.000 .0743177 .194731 LOGR1 | -.052944 .0427972 -1.237 0.216 -.136825 .030937 LOGR2 | .0082291 .0397845 0.207 0.836 -.069747 .0862052 LOGR3 | .0660973 .0369686 1.788 0.074 -.0063598 .1385544 LOGR4 | .090181 .0333362 2.705 0.007 .0248434 .1555187 LOGR5 | .2395385 .0224598 10.665 0.000 .1955182 .2835589 dyear2 | -.0435152 .0131209 -3.316 0.001 -.0692318 -.0177986 dyear3 | -.0524413 .0132876 -3.947 0.000 -.0784844 -.0263981 dyear4 | -.1702422 .0135298 -12.583 0.000 -.19676 -.1437243 dyear5 | -.2018787 .0135335 -14.917 0.000 -.2284039 -.1753535 LOGK | .2528625 .0044143 57.283 0.000 .2442108 .2615143 SCISECT | .4543096 .0092423 49.155 0.000 .4361949 .4724242 _cons | .8099099 .0211886 38.224 0.000 .7683811 .8514387 ------------------------------------------------------------------------------ **** (1) STATA: POISSON FIXED EFFECTS No Intercept or Time Invariant regressors Conditional fixed-effects poisson Number of obs = 1620 Group variable (i) : id Number of groups = 324 Obs per group: min = 5 avg = 5.0 max = 5 LR chi2(10) = 48697.63 Log likelihood = -3536.3086 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | .3222105 .0459412 7.014 0.000 .2321674 .4122535 LOGR1 | -.0871295 .0486887 -1.790 0.074 -.1825576 .0082986 LOGR2 | .0785816 .044784 1.755 0.079 -.0091934 .1663567 LOGR3 | .00106 .0414151 0.026 0.980 -.0801122 .0822322 LOGR4 | -.0046414 .0378489 -0.123 0.902 -.0788238 .0695411 LOGR5 | .0026068 .0322596 0.081 0.936 -.0606209 .0658346 dyear2 | -.0426076 .013132 -3.245 0.001 -.0683458 -.0168695 dyear3 | -.0400462 .0134677 -2.974 0.003 -.0664423 -.01365 dyear4 | -.1571185 .0142281 -11.043 0.000 -.1850051 -.1292319 dyear5 | -.1980306 .0152946 -12.948 0.000 -.2280074 -.1680538 ------------------------------------------------------------------------------ **** (2) STATA: NEGATIVE BINOMIAL FIXED EFFECTS No Intercept or Time Invariant regressors Conditional fixed-effects negative binomial Number of obs = 1730 Group variable (i) : id Number of groups = 346 Obs per group: min = 5 avg = 5.0 max = 5 Wald chi2(10) = 1502.81 Log likelihood = -3391.3539 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | .3632355 .0854094 4.253 0.000 .1958361 .5306349 LOGR1 | .1555262 .0988315 1.574 0.116 -.03818 .3492324 LOGR2 | .1740148 .0902354 1.928 0.054 -.0028433 .3508729 LOGR3 | .0148527 .0828302 0.179 0.858 -.1474916 .177197 LOGR4 | .0287584 .0755873 0.380 0.704 -.1193901 .1769068 LOGR5 | .1360577 .0615476 2.211 0.027 .0154266 .2566888 dyear2 | .0264623 .0281838 0.939 0.348 -.0287769 .0817016 dyear3 | .0021121 .0288493 0.073 0.942 -.0544316 .0586558 dyear4 | -.1378216 .0299147 -4.607 0.000 -.1964534 -.0791898 dyear5 | -.192958 .0301083 -6.409 0.000 -.2519692 -.1339467 ------------------------------------------------------------------------------ **** (3A) STATA: POISSON RANDOM EFFECTS Intercept and Time Invariant regressors DID NOT WORK Iteration 0: log likelihood = -10666.1 Iteration 1: log likelihood = -10666.1 (backed up) Random-effects poisson Number of obs = 1730 Group variable (i) : id Number of groups = 346 Random effects u_i ~ Gamma Obs per group: min = 5 avg = 5.0 max = 5 LR chi2(12) = 0.00 Log likelihood = -10666.1 Prob > chi2 = 1.0000 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | 7.95e-08 .0455177 0.000 1.000 -.0892129 .0892131 LOGR1 | -1.92e-08 .0490156 0.000 1.000 -.0960687 .0960687 LOGR2 | 2.01e-08 .0447757 0.000 1.000 -.0877588 .0877589 LOGR3 | 1.68e-09 .0414123 0.000 1.000 -.0811665 .0811665 LOGR4 | -7.48e-10 .0379936 0.000 1.000 -.0744661 .0744661 LOGR5 | 2.31e-09 .0323265 0.000 1.000 -.0633588 .0633588 dyear2 | -1.06e-08 .0134059 0.000 1.000 -.0262751 .0262751 dyear3 | -1.02e-08 .0137795 0.000 1.000 -.0270073 .0270072 dyear4 | -3.82e-08 .0142247 0.000 1.000 -.02788 .0278799 dyear5 | -4.79e-08 .0151464 0.000 1.000 -.0296864 .0296863 LOGK | .9782396 80.55974 0.012 0.990 -156.9159 158.8724 SCISECT | 1.228606 368.7124 0.003 0.997 -721.4344 723.8916 _cons | -3.49543 326.027 -0.011 0.991 -642.4966 635.5057 ---------+-------------------------------------------------------------------- /invln_a | -1924.154 107.6683 -17.871 0.000 -2135.18 -1713.128 ---------+-------------------------------------------------------------------- alpha | . . . . ------------------------------------------------------------------------------ Likelihood ratio test of alpha=0: chi2(1) = 14336.08 Prob > chi2 = 0.0000 **** (3B) STATA: POISSON RANDOM EFFECTS No Intercept or Time Invariant regressors Random-effects poisson Number of obs = 1730 Group variable (i) : id Number of groups = 346 Random effects u_i ~ Gamma Obs per group: min = 5 avg = 5.0 max = 5 Wald chi2(10) = 2018.46 Log likelihood = -5497.2263 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | .5448782 .0427652 12.741 0.000 .4610599 .6286966 LOGR1 | .0536264 .0486086 1.103 0.270 -.0416446 .1488975 LOGR2 | .1708175 .0455619 3.749 0.000 .0815179 .2601171 LOGR3 | .0834562 .042003 1.987 0.047 .0011318 .1657807 LOGR4 | .0336115 .0381023 0.882 0.378 -.0410676 .1082907 LOGR5 | .1221372 .0312913 3.903 0.000 .0608074 .1834669 dyear2 | -.0240119 .0131981 -1.819 0.069 -.0498797 .0018558 dyear3 | -.0384157 .0134433 -2.858 0.004 -.0647642 -.0120673 dyear4 | -.1818836 .0138792 -13.105 0.000 -.2090863 -.154681 dyear5 | -.2569782 .0143074 -17.961 0.000 -.2850203 -.2289362 ---------+-------------------------------------------------------------------- /invln_a | -.7305102 .0771729 -9.466 0.000 -.8817664 -.579254 ---------+-------------------------------------------------------------------- alpha | 2.07614 .1602218 1.784707 2.415162 ------------------------------------------------------------------------------ Likelihood ratio test of alpha=0: chi2(1) = 45089.23 Prob > chi2 = 0.0000 **** (4A) STATA: RANDOM EFFECTS NEGATIVE BINOMIAL Intercept and Time Invariant regressors Random-effects negative binomial Number of obs = 1730 Group variable (i) : id Number of groups = 346 Random effects u_i ~ Beta Obs per group: min = 5 avg = 5.0 max = 5 Wald chi2(12) = 944.21 Log likelihood = -4948.4944 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | .3503119 .0652818 5.366 0.000 .2223619 .4782619 LOGR1 | -.0030317 .0750916 -0.040 0.968 -.1502085 .1441452 LOGR2 | .1049876 .0688488 1.525 0.127 -.0299537 .2399288 LOGR3 | .0163523 .0636376 0.257 0.797 -.1083752 .1410797 LOGR4 | .0359425 .0587161 0.612 0.540 -.0791389 .1510239 LOGR5 | .0718323 .0482887 1.488 0.137 -.0228119 .1664764 dyear2 | -.0436735 .0213435 -2.046 0.041 -.085506 -.0018411 dyear3 | -.0556597 .0218572 -2.547 0.011 -.098499 -.0128203 dyear4 | -.1831055 .0227183 -8.060 0.000 -.2276326 -.1385784 dyear5 | -.2300438 .0231525 -9.936 0.000 -.2754219 -.1846658 LOGK | .161937 .0417874 3.875 0.000 .0800351 .2438389 SCISECT | .117642 .1066164 1.103 0.270 -.0913224 .3266063 _cons | .8995618 .1681113 5.351 0.000 .5700697 1.229054 ---------+-------------------------------------------------------------------- /ln_r | .9877589 .0961426 10.274 0.000 .7993229 1.176195 /ln_s | .7009606 .1079684 6.492 0.000 .4893466 .9125747 ---------+-------------------------------------------------------------------- r | 2.68521 .2581631 2.224035 3.242015 s | 2.015688 .2176305 1.63125 2.490727 ------------------------------------------------------------------------------ Likelihood ratio test versus pooled: chi2(1) = 1649.72 Prob > chi2 = 0.0000 **** (4B) STATA: RANDOM EFFECTS NEGATIVE BINOMIAL No Intercept or Time Invariant regressors Random-effects negative binomial Number of obs = 1730 Group variable (i) : id Number of groups = 346 Random effects u_i ~ Beta Obs per group: min = 5 avg = 5.0 max = 5 Wald chi2(10) = 2556.24 Log likelihood = -5074.6252 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ PAT | Coef. Std. Err. z P>|z| [95% Conf. Interval] ---------+-------------------------------------------------------------------- LOGR | .3319567 .0801051 4.144 0.000 .1749535 .4889598 LOGR1 | .1538029 .0963454 1.596 0.110 -.0350306 .3426364 LOGR2 | .1730415 .0881136 1.964 0.050 .000342 .345741 LOGR3 | .0294948 .0807561 0.365 0.715 -.1287842 .1877738 LOGR4 | .0417389 .0730819 0.571 0.568 -.101499 .1849768 LOGR5 | .1711586 .0574192 2.981 0.003 .058619 .2836981 dyear2 | .018335 .0266101 0.689 0.491 -.03382 .0704899 dyear3 | -.0076266 .0272247 -0.280 0.779 -.060986 .0457329 dyear4 | -.1482565 .0280052 -5.294 0.000 -.2031458 -.0933672 dyear5 | -.2006615 .0281702 -7.123 0.000 -.255874 -.1454489 ---------+-------------------------------------------------------------------- /ln_r | .843112 .0920977 9.155 0.000 .6626038 1.02362 /ln_s | 1.547617 .1071447 14.444 0.000 1.337617 1.757616 ---------+-------------------------------------------------------------------- r | 2.323587 .2139971 1.939837 2.783253 s | 4.700254 .5036072 3.809953 5.798599 ------------------------------------------------------------------------------ Likelihood ratio test versus pooled: chi2(1) = 1839.42 Prob > chi2 = 0.0000