Table 5 Model specification test
From: Deposit mobilization and its determinants: evidence from commercial banks in Ethiopia
hausman fe re, alleqs force sigmamore tconsistent("fe") tefficient("re") | ||||
|---|---|---|---|---|
| Â | Coefficients | |||
(b) | (B) | (b-B) | sqrt(diag(V_b-V_B)) | |
| Â | fe | re | Difference | S.E |
ROA | 7.0787 | 6.8633 | 0.2154 | 0.0877 |
LTD |  − 0.3695 |  − 0.4227 | 0.0533 | 0.0132 |
CA |  − 0.7845 |  − 0.8377 | 0.0532 | 0.0123 |
INF |  − 0.0108 |  − 0.0107 |  − 0.0001 | 0.00003 |
GDP |  − 0.0163 |  − 0.0164 | 0.00005 | 0.00005 |
PG |  − 3.1529 |  − 3.1545 | 0.0016 | 0.0037 |
PS |  − 0.1807 |  − 0.1811 | 0.0005 | 0.0009 |
|  | b = consistent under Ho and Ha; obtained from xtreg | |||
B =  | inconsistent under Ha, efficient under Ho; obtained from xtreg | |||
Test: Ho: | the difference in coefficients is not systematic | |||
|  | chi2(3) = (b − B)'[(V_b − V_B)^(− 1)](b − B) | |||
|  |  = 18.98 | |||
|  | Prob > chi2 = 0.0003 | |||