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Thread: Worrying results of F/Wald test in panel data regressions - please help

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    Worrying results of F/Wald test in panel data regressions - please help




    Hi All,

    I am running regression on panel data with 6 time periods and around 160 countries. I have been trying different combinations, but get very large p values for both F and Wald tests (not mentionning the low R square). I am copying one example below. Is the problem with the variables? What to do?

    Thanks.


    Source | SS df MS Number of obs = 732
    -------------+------------------------------ F( 14, 717) = 0.97
    Model | 25727604.1 14 1837686.01 Prob > F = 0.4872
    Residual | 1.3645e+09 717 1903090.1 R-squared = 0.0185
    -------------+------------------------------ Adj R-squared = -0.0007
    Total | 1.3902e+09 731 1901837.49 Root MSE = 1379.5

  2. #2
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    Re: Worrying results of F/Wald test in panel data regressions - please help


    Just to add that, when I am adding the option "robust", the p value for the above mentioned test goes down, but all previously significant coefficients become insignificant...

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