Loading Libraries

All installed packages were loaded to be used in the R Program.

library(stargazer)
## 
## Please cite as:
##  Hlavac, Marek (2022). stargazer: Well-Formatted Regression and Summary Statistics Tables.
##  R package version 5.2.3. https://CRAN.R-project.org/package=stargazer
library(lmtest)
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
library(tidyverse)
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr     1.1.1     ✔ readr     2.1.4
## ✔ forcats   1.0.0     ✔ stringr   1.5.0
## ✔ ggplot2   3.4.2     ✔ tibble    3.2.1
## ✔ lubridate 1.9.2     ✔ tidyr     1.3.0
## ✔ purrr     1.0.1
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::lag()    masks stats::lag()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
library(plm)
## 
## Attaching package: 'plm'
## 
## The following objects are masked from 'package:dplyr':
## 
##     between, lag, lead

—- Data —-

test.dat <- load("Ozone_Drought_Final.RData")
regions <- read.csv("region_code.csv")

df <- combinedAir.final
df$State.Code <- as.numeric(df$State.Code)
df$month = as.numeric(df$month)

df1 <- df %>%
    mutate(no_drought = ifelse(USDM.categorical == "NoDrought", 1, 0),
    moderate = ifelse(USDM.categorical == "ModerateDrought", 1, 0),
    severe = ifelse(USDM.categorical == "SevereDrought", 1, 0))

— All Regions —

md2_random<- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
    data = df1,
    index = c("GEOID", "Year","month"),
    model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
md2_fix<- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
    data = df1,
    index = c("GEOID", "Year","month"),
    effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(md2_random, md2_fix, type = "text", title = "All Regions", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## All Regions
## ================================================================
##                         Dependent Variable: Ozone Max           
##              ---------------------------------------------------
##              Random Effect Model       Fixed Effect Model       
## ----------------------------------------------------------------
## moderate          1.309***                  1.416***            
##                    (0.014)                   (0.014)            
##                                                                 
## severe            2.604***                  3.065***            
##                    (0.020)                   (0.021)            
##                                                                 
## elevation         0.007***                  0.007***            
##                   (0.00004)                 (0.00004)           
##                                                                 
## Longitude         0.142***                  0.323***            
##                    (0.009)                   (0.032)            
##                                                                 
## Latitude            0.018                   0.537***            
##                    (0.024)                   (0.045)            
##                                                                 
## Constant          51.806***                                     
##                    (1.232)                                      
##                                                                 
## ----------------------------------------------------------------
## Model Name   Random Effect Model       Fixed Effect Model       
## Observations      6,608,332                 6,608,332           
## R2                  0.011                     0.009             
## Adjusted R2         0.011                     0.009             
## F Statistic     51,505.070***    11,699.010*** (df = 5; 6607385)
## ================================================================
## Note:                                *p<0.1; **p<0.05; ***p<0.01
# Adding regions column
df2 <- df1 %>%
    merge(regions, by = "State.Code")

— Northeast —

ne <- df2 %>%
    filter(noaa_region == "northeast")

ne_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = ne,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
ne_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = ne,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(ne_random, ne_fix, type = "text", title = "Northeast", align = TRUE,
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Northeast
## ============================================================
##                       Dependent Variable: Ozone Max         
##              -----------------------------------------------
##              Random Effect Model     Fixed Effect Model     
## ------------------------------------------------------------
## moderate          0.497***                -0.495***         
##                    (0.050)                 (0.053)          
##                                                             
## severe            -1.826***               -4.222***         
##                    (0.162)                 (0.167)          
##                                                             
## elevation         0.011***                0.013***          
##                   (0.0002)                (0.0002)          
##                                                             
## Longitude         1.855***                4.292***          
##                    (0.087)                 (0.147)          
##                                                             
## Latitude          -3.442***               -4.644***         
##                    (0.141)                 (0.203)          
##                                                             
## Constant         319.751***                                 
##                   (10.608)                                  
##                                                             
## ------------------------------------------------------------
## Model Name   Random Effect Model     Fixed Effect Model     
## Observations       960,225                 960,225          
## R2                  0.005                   0.005           
## Adjusted R2         0.005                   0.005           
## F Statistic     3,234.418***     903.199*** (df = 5; 960049)
## ============================================================
## Note:                            *p<0.1; **p<0.05; ***p<0.01

— Northern Rockies —

nr <- df2 %>%
    filter(noaa_region == "northern_rockies")

nr_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = nr,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
nr_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = nr,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(nr_random, nr_fix, type = "text", title = "Northern Rockies", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Northern Rockies
## ============================================================
##                       Dependent Variable: Ozone Max         
##              -----------------------------------------------
##              Random Effect Model     Fixed Effect Model     
## ------------------------------------------------------------
## moderate          0.512***                0.180***          
##                    (0.048)                 (0.052)          
##                                                             
## severe            0.803***                 -0.018           
##                    (0.076)                 (0.084)          
##                                                             
## elevation         0.005***                0.005***          
##                   (0.0002)                (0.0002)          
##                                                             
## Longitude         -0.111**                -1.073***         
##                    (0.045)                 (0.094)          
##                                                             
## Latitude          -0.270***               0.705***          
##                    (0.080)                 (0.142)          
##                                                             
## Constant          35.327***                                 
##                    (5.288)                                  
##                                                             
## ------------------------------------------------------------
## Model Name   Random Effect Model     Fixed Effect Model     
## Observations       226,906                 226,906          
## R2                  0.032                   0.004           
## Adjusted R2         0.032                   0.003           
## F Statistic     1,181.555***     171.206*** (df = 5; 226832)
## ============================================================
## Note:                            *p<0.1; **p<0.05; ***p<0.01

— Northwest —

nw <- df2 %>%
    filter(noaa_region == "northwest")

nw_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = nw,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
nw_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = nw,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(nw_random, nw_fix, type = "text", title = "Northwest", align = TRUE,
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Northwest
## ============================================================
##                       Dependent Variable: Ozone Max         
##              -----------------------------------------------
##              Random Effect Model     Fixed Effect Model     
## ------------------------------------------------------------
## moderate          0.471***                 0.228**          
##                    (0.082)                 (0.104)          
##                                                             
## severe            -0.993***               -2.230***         
##                    (0.190)                 (0.209)          
##                                                             
## elevation         0.011***                0.012***          
##                   (0.0002)                (0.0002)          
##                                                             
## Longitude         -2.543***               -4.407***         
##                    (0.137)                 (0.171)          
##                                                             
## Latitude          -2.535***               -3.378***         
##                    (0.277)                 (0.385)          
##                                                             
## Constant         -157.097***                                
##                   (18.929)                                  
##                                                             
## ------------------------------------------------------------
## Model Name   Random Effect Model     Fixed Effect Model     
## Observations       105,338                 105,338          
## R2                  0.046                   0.041           
## Adjusted R2         0.046                   0.041           
## F Statistic     4,064.467***     906.615*** (df = 5; 105285)
## ============================================================
## Note:                            *p<0.1; **p<0.05; ***p<0.01

— Ohio Valley —

ohv <- df2 %>%
    filter(noaa_region == "ohio_valley")

ohv_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = ohv,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
ohv_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = ohv,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(ohv_random, ohv_fix, type = "text", title = "Ohio Valley", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Ohio Valley
## =============================================================
##                       Dependent Variable: Ozone Max          
##              ------------------------------------------------
##              Random Effect Model      Fixed Effect Model     
## -------------------------------------------------------------
## moderate          1.872***                 0.153***          
##                    (0.045)                 (0.046)           
##                                                              
## severe            3.628***                 0.627***          
##                    (0.105)                 (0.108)           
##                                                              
## elevation         0.005***                 0.004***          
##                   (0.0003)                 (0.0003)          
##                                                              
## Longitude         0.627***                 3.304***          
##                    (0.069)                 (0.199)           
##                                                              
## Latitude          -0.917***               -1.994***          
##                    (0.117)                 (0.230)           
##                                                              
## Constant         132.649***                                  
##                    (8.026)                                   
##                                                              
## -------------------------------------------------------------
## Model Name   Random Effect Model      Fixed Effect Model     
## Observations      1,006,480               1,006,480          
## R2                  0.008                   0.001            
## Adjusted R2         0.008                   0.0005           
## F Statistic     3,183.263***     134.398*** (df = 5; 1006272)
## =============================================================
## Note:                             *p<0.1; **p<0.05; ***p<0.01

— South —

sth <- df2 %>%
    filter(noaa_region == "south")

sth_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = sth,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
sth_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = sth,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(sth_random, sth_fix, type = "text", title = "South", align = TRUE,
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## South
## ============================================================
##                       Dependent Variable: Ozone Max         
##              -----------------------------------------------
##              Random Effect Model     Fixed Effect Model     
## ------------------------------------------------------------
## moderate          1.363***                0.961***          
##                    (0.035)                 (0.038)          
##                                                             
## severe            2.938***                2.183***          
##                    (0.052)                 (0.059)          
##                                                             
## elevation         0.014***                0.014***          
##                    (0.001)                 (0.001)          
##                                                             
## Longitude         0.450***                 -0.014           
##                    (0.069)                 (0.169)          
##                                                             
## Latitude          0.500***                3.482***          
##                    (0.070)                 (0.197)          
##                                                             
## Constant          63.687***                                 
##                    (6.890)                                  
##                                                             
## ------------------------------------------------------------
## Model Name   Random Effect Model     Fixed Effect Model     
## Observations       951,486                 951,486          
## R2                  0.015                   0.003           
## Adjusted R2         0.015                   0.003           
## F Statistic     4,518.735***     507.127*** (df = 5; 951335)
## ============================================================
## Note:                            *p<0.1; **p<0.05; ***p<0.01

— Southeast —

se <- df2 %>%
    filter(noaa_region == "southeast")

se_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = se,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
se_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = se,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(se_random, se_fix, type = "text", title = "Southeast", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Southeast
## ==============================================================
##                        Dependent Variable: Ozone Max          
##              -------------------------------------------------
##              Random Effect Model      Fixed Effect Model      
## --------------------------------------------------------------
## moderate          3.868***                 2.831***           
##                    (0.034)                  (0.037)           
##                                                               
## severe            5.240***                 3.592***           
##                    (0.051)                  (0.055)           
##                                                               
## elevation         0.006***                 0.009***           
##                   (0.0004)                 (0.0005)           
##                                                               
## Longitude          -0.043                   -0.026            
##                    (0.060)                  (0.169)           
##                                                               
## Latitude          0.651***                 -0.398**           
##                    (0.060)                  (0.197)           
##                                                               
## Constant          15.664***                                   
##                    (6.029)                                    
##                                                               
## --------------------------------------------------------------
## Model Name   Random Effect Model      Fixed Effect Model      
## Observations       982,391                  982,391           
## R2                  0.030                    0.008            
## Adjusted R2         0.030                    0.008            
## F Statistic     20,731.880***    1,660.708*** (df = 5; 982203)
## ==============================================================
## Note:                              *p<0.1; **p<0.05; ***p<0.01

— Southwest —

sw <- df2 %>%
    filter(noaa_region == "southwest")

sw_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = sw,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
sw_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = sw,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(sw_random, sw_fix, type = "text", title = "Southwest", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Southwest
## ==============================================================
##                        Dependent Variable: Ozone Max          
##              -------------------------------------------------
##              Random Effect Model      Fixed Effect Model      
## --------------------------------------------------------------
## moderate          -0.444***                 0.089**           
##                    (0.034)                  (0.040)           
##                                                               
## severe            3.715***                 4.295***           
##                    (0.043)                  (0.055)           
##                                                               
## elevation         0.008***                 0.008***           
##                   (0.0001)                 (0.0001)           
##                                                               
## Longitude         0.255***                 1.148***           
##                    (0.063)                  (0.082)           
##                                                               
## Latitude          0.510***                 1.668***           
##                    (0.069)                  (0.100)           
##                                                               
## Constant          42.653***                                   
##                    (7.484)                                    
##                                                               
## --------------------------------------------------------------
## Model Name   Random Effect Model      Fixed Effect Model      
## Observations       683,530                  683,530           
## R2                  0.045                    0.032            
## Adjusted R2         0.045                    0.032            
## F Statistic     22,580.700***    4,493.770*** (df = 5; 683441)
## ==============================================================
## Note:                              *p<0.1; **p<0.05; ***p<0.01

— Upper Midwest —

um <- df2 %>%
    filter(noaa_region == "upper_midwest")

um_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = um,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
um_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = um,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(um_random, um_fix, type = "text", title = "Upper Midwest", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## Upper Midwest
## ============================================================
##                       Dependent Variable: Ozone Max         
##              -----------------------------------------------
##              Random Effect Model     Fixed Effect Model     
## ------------------------------------------------------------
## moderate           0.149**                -1.140***         
##                    (0.062)                 (0.065)          
##                                                             
## severe              0.283                 -2.467***         
##                    (0.207)                 (0.210)          
##                                                             
## elevation         0.029***                  0.001           
##                    (0.002)                 (0.002)          
##                                                             
## Longitude         1.245***                11.215***         
##                    (0.080)                 (0.356)          
##                                                             
## Latitude          1.309***                6.775***          
##                    (0.130)                 (0.212)          
##                                                             
## Constant          87.542***                                 
##                    (8.051)                                  
##                                                             
## ------------------------------------------------------------
## Model Name   Random Effect Model     Fixed Effect Model     
## Observations       382,355                 382,355          
## R2                  0.006                   0.005           
## Adjusted R2         0.006                   0.005           
## F Statistic      646.255***      393.032*** (df = 5; 382246)
## ============================================================
## Note:                            *p<0.1; **p<0.05; ***p<0.01

— West —

wst <- df2 %>%
    filter(noaa_region == "west")

wst_random <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = wst,
index = c("GEOID", "Year", "month"),
model = ("random"))
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
wst_fix <- plm(Max.Ozone ~ moderate + severe + elevation + Longitude + Latitude,
data = wst,
index = c("GEOID", "Year", "month"),
effect = "twoway")
## Warning in pdata.frame(data, index): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
stargazer(wst_random, wst_fix, type = "text", title = "West", align = TRUE, 
          add.lines = list(c("Model Name", "Random Effect Model", "Fixed Effect Model")),
          column.labels = c("Random Effect Model", "Fixed Effect Model"),
          dep.var.caption = "Dependent Variable: Ozone Max",
          dep.var.labels.include = FALSE,
          omit.table.layout = "#")
## 
## West
## ===============================================================
##                        Dependent Variable: Ozone Max           
##              --------------------------------------------------
##              Random Effect Model       Fixed Effect Model      
## ---------------------------------------------------------------
## moderate          1.056***                  1.171***           
##                    (0.031)                  (0.042)            
##                                                                
## severe            0.993***                  1.449***           
##                    (0.036)                  (0.061)            
##                                                                
## elevation         0.006***                  0.006***           
##                   (0.0001)                  (0.0001)           
##                                                                
## Longitude         0.305***                  0.283***           
##                    (0.044)                  (0.045)            
##                                                                
## Latitude            0.036                    0.109             
##                    (0.069)                  (0.070)            
##                                                                
## Constant          74.249***                                    
##                    (5.543)                                     
##                                                                
## ---------------------------------------------------------------
## Model Name   Random Effect Model       Fixed Effect Model      
## Observations      1,290,716                1,290,716           
## R2                  0.013                    0.011             
## Adjusted R2         0.013                    0.011             
## F Statistic     15,613.030***    2,977.455*** (df = 5; 1290634)
## ===============================================================
## Note:                               *p<0.1; **p<0.05; ***p<0.01