File racd9p4.out is output from Gauss program racd9p4.prg Date is: 1998.0000 8.0000000 11.000000 5305028.0 ------------------------------------------------------------------------------- Variable Mean Std Dev Variance Minimum Maximum Valid Missing ------------------------------------------------------------------------------- PAT75 36.8728 75.9879 5774.1577 0.0000 508.0000 346 0 PAT76 35.8468 73.3161 5375.2547 0.0000 487.0000 346 0 PAT77 36.2312 72.7515 5292.7754 0.0000 456.0000 346 0 PAT78 32.8064 65.6505 4309.9885 0.0000 434.0000 346 0 PAT79 32.1012 66.3620 4403.9115 0.0000 515.0000 346 0 ONE 1.0000 0.0000 0.0000 1.0000 1.0000 346 0 CUSIP 531201.2052282074.880879566238363.7752 800.0000989399.0000 346 0 ARDSSIC ----- ----- ----- 1.0000 21.0000 346 0 SCISECT 0.4249 0.4950 0.2451 0.0000 1.0000 346 0 LOGK 3.9211 2.0955 4.3913 -1.7696 9.6663 346 0 SUMPAT 284.7312 571.1136 326170.7652 0.0000 3806.0000 346 0 LOGR75 1.1658 1.9800 3.9204 -3.5476 6.7649 346 0 LOGR75L1 1.2326 1.9464 3.7885 -3.1527 7.0652 346 0 LOGR75L2 1.2311 1.9349 3.7438 -3.6740 7.0621 346 0 LOGR75L3 1.1860 1.9291 3.7213 -3.3524 6.9701 346 0 LOGR75L4 1.1692 1.9294 3.7228 -3.5305 6.9569 346 0 LOGR75L5 1.1983 1.9420 3.7712 -3.6735 6.5664 346 0 Y75D75 1.0000 0.0000 0.0000 1.0000 1.0000 346 0 Y75D76 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y75D77 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y75D78 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y75D79 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 LOGR76 1.2129 1.9793 3.9175 -3.8487 6.8285 346 0 LOGR76L1 1.1658 1.9800 3.9204 -3.5476 6.7649 346 0 LOGR76L2 1.2326 1.9464 3.7885 -3.1527 7.0652 346 0 LOGR76L3 1.2311 1.9349 3.7438 -3.6740 7.0621 346 0 LOGR76L4 1.1860 1.9291 3.7213 -3.3524 6.9701 346 0 LOGR76L5 1.1692 1.9294 3.7228 -3.5305 6.9569 346 0 Y76D75 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y76D76 1.0000 0.0000 0.0000 1.0000 1.0000 346 0 Y76D77 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y76D78 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y76D79 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 LOGR77 1.2500 2.0030 4.0120 -3.4788 6.9025 346 0 LOGR77L1 1.2129 1.9793 3.9175 -3.8487 6.8285 346 0 LOGR77L2 1.1658 1.9800 3.9204 -3.5476 6.7649 346 0 LOGR77L3 1.2326 1.9464 3.7885 -3.1527 7.0652 346 0 LOGR77L4 1.2311 1.9349 3.7438 -3.6740 7.0621 346 0 LOGR77L5 1.1860 1.9291 3.7213 -3.3524 6.9701 346 0 Y77D75 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y77D76 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y77D77 1.0000 0.0000 0.0000 1.0000 1.0000 346 0 Y77D78 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y77D79 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 LOGR78 1.3065 2.0198 4.0796 -3.2832 6.9634 346 0 LOGR78L1 1.2500 2.0030 4.0120 -3.4788 6.9025 346 0 LOGR78L2 1.2129 1.9793 3.9175 -3.8487 6.8285 346 0 LOGR78L3 1.1658 1.9800 3.9204 -3.5476 6.7649 346 0 LOGR78L4 1.2326 1.9464 3.7885 -3.1527 7.0652 346 0 LOGR78L5 1.2311 1.9349 3.7438 -3.6740 7.0621 346 0 Y78D75 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y78D76 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y78D77 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y78D78 1.0000 0.0000 0.0000 1.0000 1.0000 346 0 Y78D79 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 LOGR79 1.3456 2.0550 4.2230 -3.5774 7.0343 346 0 LOGR79L1 1.3065 2.0198 4.0796 -3.2832 6.9634 346 0 LOGR79L2 1.2500 2.0030 4.0120 -3.4788 6.9025 346 0 LOGR79L3 1.2129 1.9793 3.9175 -3.8487 6.8285 346 0 LOGR79L4 1.1658 1.9800 3.9204 -3.5476 6.7649 346 0 LOGR79L5 1.2326 1.9464 3.7885 -3.1527 7.0652 346 0 Y79D75 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y79D76 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y79D77 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y79D78 0.0000 0.0000 0.0000 0.0000 0.0000 346 0 Y79D79 1.0000 0.0000 0.0000 1.0000 1.0000 346 0 Panel analysis for number of periods: 5.0000000 Dependent variable in first period: PAT75 Number of regressors in model: 10.000000 Regressor variables in first period: LOGR75 LOGR75L1 LOGR75L2 LOGR75L3 LOGR75L4 LOGR75L5 Y75D76 Y75D77 Y75D78 Y75D79 PANEL FIXED EFFECTS LINEAR MODEL using linearfe Variable Linear FE Standard errors t-statistics LOGR75 2.3470324 1.8243536 1.2865008 LOGR75L1 -0.55698024 2.0544806 -0.27110514 LOGR75L2 0.81645442 1.9254917 0.42402385 LOGR75L3 -0.16686968 1.7625108 -0.094677253 LOGR75L4 -0.33775845 1.6128226 -0.20942071 LOGR75L5 -0.14813361 1.3175036 -0.11243507 Y75D76 -1.1660924 1.0807326 -1.0789833 Y75D77 -0.77009279 1.0881174 -0.70772951 Y75D78 -4.3492091 1.0936338 -3.9768421 Y75D79 -5.1594743 1.100825 -4.6869161 sumres sigmasq: 266595.54 194.59529 PANEL FIXED EFFECTS POISSON MLE using Maxlik and proc feplli Dataset c:\hgh\racd9d3 Nr of observations 346.00000 Nr of times data is read 1.0000000 Nr of obs. read last chew 346.00000 Dependent variable PAT75 Parameters (Variables) names LOGR75 LOGR75L1 LOGR75L2 LOGR75L3 LOGR75L4 LOGR75L5 Y75D76 Y75D77 Y75D78 Y75D79 =============================================================================== MAXLIK Version 4.0.16 8/11/98 2:44 pm =============================================================================== Data Set: c:\hgh\racd9d3 ------------------------------------------------------------------------------- return code = 0 normal convergence Mean log-likelihood -10.2205 Number of cases 346 Covariance matrix of the parameters computed by the following method: Cross-product of first derivatives Parameters Estimates Std. err. Est./s.e. Prob. Gradient ------------------------------------------------------------------ P01 0.3222 0.0285 11.323 0.0000 0.0000 P02 -0.0871 0.0404 -2.158 0.0155 0.0000 P03 0.0786 0.0362 2.169 0.0151 0.0000 P04 0.0011 0.0262 0.040 0.4839 0.0000 P05 -0.0046 0.0308 -0.151 0.4401 0.0000 P06 0.0026 0.0230 0.113 0.4548 0.0000 P07 -0.0426 0.0122 -3.502 0.0002 0.0000 P08 -0.0400 0.0086 -4.634 0.0000 -0.0000 P09 -0.1571 0.0074 -21.123 0.0000 0.0000 P10 -0.1980 0.0083 -23.797 0.0000 -0.0000 Correlation matrix of the parameters 1.000 -0.574 0.192 0.119 -0.330 0.207 -0.031 -0.172 -0.340 -0.339 -0.574 1.000 -0.682 0.118 0.387 -0.463 0.038 -0.008 -0.063 -0.011 0.192 -0.682 1.000 -0.565 -0.157 0.332 0.005 0.184 0.080 0.047 0.119 0.118 -0.565 1.000 -0.564 0.359 -0.049 -0.137 -0.069 -0.091 -0.330 0.387 -0.157 -0.564 1.000 -0.861 0.026 -0.102 -0.078 0.122 0.207 -0.463 0.332 0.359 -0.861 1.000 0.012 0.076 0.003 -0.082 -0.031 0.038 0.005 -0.049 0.026 0.012 1.000 0.447 0.532 0.693 -0.172 -0.008 0.184 -0.137 -0.102 0.076 0.447 1.000 0.412 0.533 -0.340 -0.063 0.080 -0.069 -0.078 0.003 0.532 0.412 1.000 0.539 -0.339 -0.011 0.047 -0.091 0.122 -0.082 0.693 0.533 0.539 1.000 Number of iterations 22 Minutes to convergence 0.10350 PANEL FIXED EFFECTS NEG BIN MLE using Maxlik and proc fenblli Dataset c:\hgh\racd9d3 Nr of observations 346.00000 Nr of times data is read 1.0000000 Nr of obs. read last chew 346.00000 Dependent variable PAT75 Parameters (Variables) names LOGR75 LOGR75L1 LOGR75L2 LOGR75L3 LOGR75L4 LOGR75L5 Y75D76 Y75D77 Y75D78 Y75D79 =============================================================================== MAXLIK Version 4.0.16 8/11/98 2:48 pm =============================================================================== Data Set: c:\hgh\racd9d3 ------------------------------------------------------------------------------- return code = 2 maximum number of iterations exceeded Mean log-likelihood -9.80160 Number of cases 346 Covariance matrix of the parameters computed by the following method: Cross-product of first derivatives Parameters Estimates Std. err. Est./s.e. Prob. Gradient ------------------------------------------------------------------ P01 0.3633 0.1151 3.156 0.0008 -0.0000 P02 0.1555 0.1550 1.003 0.1579 -0.0001 P03 0.1741 0.1549 1.124 0.1306 -0.0000 P04 0.0147 0.1176 0.125 0.4501 -0.0003 P05 0.0288 0.1168 0.247 0.4026 -0.0001 P06 0.1360 0.0788 1.728 0.0420 -0.0000 P07 0.0265 0.0428 0.618 0.2681 -0.0001 P08 0.0021 0.0355 0.060 0.4762 -0.0002 P09 -0.1378 0.0322 -4.283 0.0000 0.0000 P10 -0.1930 0.0320 -6.026 0.0000 0.0000 Correlation matrix of the parameters 1.000 -0.700 0.085 0.115 -0.249 -0.062 -0.259 -0.258 -0.214 -0.286 -0.700 1.000 -0.656 0.233 0.061 -0.085 0.321 0.172 0.103 0.136 0.085 -0.656 1.000 -0.748 0.312 -0.134 -0.170 0.041 -0.021 0.031 0.115 0.233 -0.748 1.000 -0.736 0.443 0.011 -0.004 0.070 -0.044 -0.249 0.061 0.312 -0.736 1.000 -0.764 -0.018 -0.167 -0.131 0.151 -0.062 -0.085 -0.134 0.443 -0.764 1.000 0.036 0.165 0.117 -0.140 -0.259 0.321 -0.170 0.011 -0.018 0.036 1.000 0.264 0.579 0.615 -0.258 0.172 0.041 -0.004 -0.167 0.165 0.264 1.000 0.275 0.556 -0.214 0.103 -0.021 0.070 -0.131 0.117 0.579 0.275 1.000 0.422 -0.286 0.136 0.031 -0.044 0.151 -0.140 0.615 0.556 0.422 1.000 Number of iterations 100 Minutes to convergence 4.04433 PANEL RANDOM EFFECTS POISSON MLE using Maxlik and proc replli Dataset c:\hgh\racd9d3 Nr of observations 346.00000 Nr of times data is read 1.0000000 Nr of obs. read last chew 346.00000 Dependent variable PAT75 Parameters (Variables) names LOGR75 LOGR75L1 LOGR75L2 LOGR75L3 LOGR75L4 LOGR75L5 Y75D76 Y75D77 Y75D78 Y75D79 DELTA =============================================================================== MAXLIK Version 4.0.16 8/11/98 2:52 pm =============================================================================== Data Set: c:\hgh\racd9d3 ------------------------------------------------------------------------------- return code = 2 maximum number of iterations exceeded Mean log-likelihood -15.8879 Number of cases 346 Covariance matrix of the parameters computed by the following method: Cross-product of first derivatives Parameters Estimates Std. err. Est./s.e. Prob. Gradient ------------------------------------------------------------------ P01 0.5449 0.0232 23.511 0.0000 0.0000 P02 0.0536 0.0353 1.520 0.0642 0.0000 P03 0.1708 0.0356 4.804 0.0000 0.0000 P04 0.0835 0.0253 3.298 0.0005 0.0000 P05 0.0336 0.0316 1.065 0.1434 0.0000 P06 0.1221 0.0225 5.434 0.0000 0.0000 P07 -0.0240 0.0116 -2.069 0.0193 -0.0001 P08 -0.0384 0.0084 -4.563 0.0000 0.0000 P09 -0.1819 0.0065 -27.941 0.0000 -0.0000 P10 -0.2570 0.0077 -33.248 0.0000 0.0000 P11 0.4817 0.0258 18.643 0.0000 -0.0000 Correlation matrix of the parameters 1.000 -0.551 0.245 -0.019 -0.136 -0.009 -0.127 -0.272 -0.306 -0.439 0.075 -0.551 1.000 -0.736 0.140 0.259 -0.323 0.109 0.031 -0.046 0.045 -0.089 0.245 -0.736 1.000 -0.574 -0.067 0.178 -0.026 0.169 0.100 0.048 -0.004 -0.019 0.140 -0.574 1.000 -0.605 0.439 -0.037 -0.092 0.054 -0.030 0.098 -0.136 0.259 -0.067 -0.605 1.000 -0.893 0.013 -0.151 -0.197 0.070 -0.107 -0.009 -0.323 0.178 0.439 -0.893 1.000 0.039 0.188 0.160 0.015 0.075 -0.127 0.109 -0.026 -0.037 0.013 0.039 1.000 0.419 0.570 0.668 0.083 -0.272 0.031 0.169 -0.092 -0.151 0.188 0.419 1.000 0.354 0.538 0.078 -0.306 -0.046 0.100 0.054 -0.197 0.160 0.570 0.354 1.000 0.449 0.132 -0.439 0.045 0.048 -0.030 0.070 0.015 0.668 0.538 0.449 1.000 0.099 0.075 -0.089 -0.004 0.098 -0.107 0.075 0.083 0.078 0.132 0.099 1.000 Number of iterations 100 Minutes to convergence 3.70283 PANEL RANDOM EFFECTS NEGBIN MLE using Maxlik and proc renblli Dataset c:\hgh\racd9d3 Nr of observations 346.00000 Nr of times data is read 1.0000000 Nr of obs. read last chew 346.00000 Dependent variable PAT75 Parameters (Variables) names LOGR75 LOGR75L1 LOGR75L2 LOGR75L3 LOGR75L4 LOGR75L5 Y75D76 Y75D77 Y75D78 Y75D79 A B =============================================================================== MAXLIK Version 4.0.16 8/11/98 2:57 pm =============================================================================== Data Set: c:\hgh\racd9d3 ------------------------------------------------------------------------------- return code = 2 maximum number of iterations exceeded Mean log-likelihood -14.6665 Number of cases 346 Covariance matrix of the parameters computed by the following method: Cross-product of first derivatives Parameters Estimates Std. err. Est./s.e. Prob. Gradient ------------------------------------------------------------------ P01 0.3320 0.1057 3.140 0.0008 0.0000 P02 0.1538 0.1478 1.041 0.1490 0.0000 P03 0.1730 0.1470 1.177 0.1196 -0.0000 P04 0.0295 0.1133 0.260 0.3972 -0.0000 P05 0.0417 0.1132 0.369 0.3562 -0.0001 P06 0.1712 0.0729 2.348 0.0094 -0.0000 P07 0.0183 0.0401 0.457 0.3238 -0.0002 P08 -0.0076 0.0337 -0.227 0.4104 0.0004 P09 -0.1483 0.0277 -5.348 0.0000 -0.0000 P10 -0.2007 0.0293 -6.851 0.0000 0.0000 P11 2.3236 0.2469 9.409 0.0000 -0.0000 P12 4.7003 0.4716 9.966 0.0000 0.0000 Correlation matrix of the parameters 1.000 -0.727 0.105 0.150 -0.284 0.002 -0.257 -0.230 -0.161 -0.282 0.021 0.035 -0.727 1.000 -0.657 0.207 0.095 -0.099 0.306 0.143 0.046 0.125 -0.041 -0.060 0.105 -0.657 1.000 -0.743 0.294 -0.132 -0.156 0.047 0.007 0.045 -0.021 -0.023 0.150 0.207 -0.743 1.000 -0.735 0.446 -0.000 -0.006 0.090 -0.051 0.098 0.073 -0.284 0.095 0.294 -0.735 1.000 -0.790 -0.014 -0.165 -0.173 0.152 -0.154 -0.104 0.002 -0.099 -0.132 0.446 -0.790 1.000 0.048 0.175 0.157 -0.146 0.159 0.138 -0.257 0.306 -0.156 -0.000 -0.014 0.048 1.000 0.265 0.571 0.603 0.095 -0.049 -0.230 0.143 0.047 -0.006 -0.165 0.175 0.265 1.000 0.255 0.563 0.126 -0.033 -0.161 0.046 0.007 0.090 -0.173 0.157 0.571 0.255 1.000 0.367 0.202 0.150 -0.282 0.125 0.045 -0.051 0.152 -0.146 0.603 0.563 0.367 1.000 0.097 -0.045 0.021 -0.041 -0.021 0.098 -0.154 0.159 0.095 0.126 0.202 0.097 1.000 0.874 0.035 -0.060 -0.023 0.073 -0.104 0.138 -0.049 -0.033 0.150 -0.045 0.874 1.000 Number of iterations 100 Minutes to convergence 4.94967