Question

R-sq: Obs per group:
within = 0.1413 min = 10
between = 0.4185 avg = 10.0
overall = 0.2890 max = 10

Wald chi2(5) = 40.04
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

------------------------------------------------------------------------------
ROA | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
size | .0045012 .0011388 3.95 0.000 .0022692 .0067331
CapitalRatio | .016087 .0081788 1.97 0.049 .000057 .0321171
LoanRatio | -.0092266 .0097478 -0.95 0.344 -.028332 .0098787
DEP | .0169973 .0098278 1.73 0.084 -.0022649 .0362595
LLP | -.1043604 .0250241 -4.17 0.000 -.1534067 -.0553141
_cons | -.0847235 .02669 -3.17 0.002 -.1370349 -.0324121
-------------+----------------------------------------------------------------
sigma_u | .00710594
sigma_e | .00905226
rho | .38126859 (fraction of variance due to u_i)
------------------------------------------------------------------------------

. estimate table ,star (0.05 0.01 0.1)

------------------------------
Variable | active
-------------+----------------
size | .00450116***
CapitalRatio | .01608704**   
LoanRatio | -.00922664   
DEP | .01699727*
LLP | -.10436044***
_cons | -.08472351***
------------------------------
legend: * p<.1; ** p<.05; *** p<.01

i would like to know the interpretation of the following

coefficient with asterisk table

sigma_u | .00710594
sigma_e | .00905226
rho | .38126859 (fraction of variance due to u_i)

R-sq with between overall

Answer 1

if p-value < alpha, we reject the null hypothesis
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