Drop The Time Invariant Variables Same Results +--------+--------------+----------------+--------+--------+----------+ |Variable| Coefficient | Standard Error |b/St.Er.|P[|Z|>z]| Mean of X| +--------+--------------+----------------+--------+--------+----------+ EXP |.09671227.00119087 81.211.0000 19.8537815 WKS |.00118483.00060332 1.964.0495 46.8115246 OCC | -.02145609.01374749 -1.561.1186.51116447 SMSA | -.04454343.01945725 -2.289.0221.65378151 +--------------------------------------------------------------------+ | Test Statistics for the Classical Model | +--------------------------------------------------------------------+ | Model Log-Likelihood Sum of Squares R-squared | |(1) Constant term only -2688.80597 886.90494.00000 | |(2) Group effects only 27.58464 240.65119.72866 | |(3) X - variables only -1688.12010 548.51596.38154 | |(4) X and group effects 2223.20087 83.85013.90546 | +--------------------------------------------------------------------+ No change in the sum of squared residuals
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