Question

          
NIM Coef. Std. Err. z P>z       [95% Conf.   Interval]
          
size -.0034886 .0009923 -3.52 0.000       -.0054334   -.0015437
CapitalRatio .0135466 .0070876 1.91 0.056       -.0003449   .027438
LoanRatio .0045599 .0084585 0.54 0.590       -.0120185   .0211382
DEP .0174113 .0085273 2.04 0.041       .0006981   .0341244
LLP -.0769467 .0217821 -3.53 0.000       -.1196388   -.0342547
_cons .0892742 .0232513 3.84 0.000       .0437024   .1348459
          
sigma_u .00575965
sigma_e .00718292
rho .3913461 (fraction of variance due   to   u_i)
  

R-sq: Obs per group:
within = 0.2941 min = 10
between = 0.0087 avg = 10.0
overall = 0.0277 max = 10

Wald chi2(5) = 42.31
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

       

. estimate table ,star (0.05 0.01 0.1)

Variable active

size -.00348856***
CapitalRatio .01354658*
LoanRatio .00455987   
DEP .01741126**   
LLP -.07694672***
_cons .08927415***

legend: * p<.1; ** p<.05; *** p<.01

i have run panel regression.

i would like to know the interpretation of the following

coefficient star values according to the asterisks (sig 1%, 5% and 10%)

sigma_u .00575965
sigma_e .00718292
rho .3913461 (fraction of variance due   to   u_i)

and R-squared within between and overall

Answer 1

if p-value < alpha, we reject the null hypothesis and that variable is significant
if p-value > alpha, we fail to reject the null hypothesis

if p-value will be less than 0.01, then there would be ***
if 0.01 < p-value < 0.05, then **
0.05<p-value < 0.01, then *

more * it has, more significant it is,

if p-value < 0.01, it will automatically means p-value < 0.05 and p-value < 0.10
so if it is significant at alpha = 0.01, then it will also be significant at alpha > 0.01 like 0.05 and 0.1

for example
p-value of size = 0.0034 < 0.01
hence it is significant at alpha = 0.01, but will also be significant at alpha > 0.01 like 0.05 and 0.1

however if p-value < 0.10, it does not mean p-value < 0.01
for example
Dep has p-value = 0.0174
it is significant at 0.05 and 0.10,but not at 0.01

as 0.0174 <   0.05 and 0.10 but > 0.01

Hope this is useful

Please post rest parts again