# [no subject]

 From fabiopericolini@fastwebnet.it To "stata group mail" Date Fri, 30 Apr 2004 00:03:18 +0200

```Many many thanks for your help,
I know that the R^2 is not a parameter on which value my regression but
this is first time I run a xtreg , fe and so I don't how value that.
These are two example of my xtreg output.
According to you , in the fixed models is possible interpret the fixed effect
as a component of the intercept and so calculate the R^2 as a corr(Xb +
u_i , y)^2???
Every help will be welcome and make me happy.

. xtreg irregolari      demogr4    produtt10 imprend105  , fe

Fixed-effects (within) regression               Number of obs      =
140
Group variable (i): codice                      Number of groups   =
20

R-sq:  within  = 0.5371                         Obs per group: min =
7
between = 0.4217                                        avg =
7.0
overall = 0.3850                                        max =
7

F(3,117)           =
45.25
corr(u_i, Xb)  = 0.4148                         Prob > F           =
0.0000

------------------------------------------------------------------------------
irregolari |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
demogr4 |  -.0186462   .0052661    -3.54   0.001    -.0290754    -.008217
produtt10 |  -.1470318   .0270009    -5.45   0.000    -.2005056    -.093558
imprend105 |  -169.2132   72.47763    -2.33   0.021    -312.7513   -25.67506
_cons |   30.29637   2.125256    14.26   0.000     26.08741    34.50532
-------------+----------------------------------------------------------------
sigma_u |  4.3176424
sigma_e |  .66457615
rho |  .97685661   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0:     F(19, 117) =   163.87             Prob > F =
0.0000

. xtreg irregolari      demogr4    produtt10    settori214  , fe

Fixed-effects (within) regression               Number of obs      =
140
Group variable (i): codice                      Number of groups   =
20

R-sq:  within  = 0.5949                         Obs per group: min =
7
between = 0.0480                                        avg =
7.0
overall = 0.0298                                        max =
7

F(3,117)           =
57.27
corr(u_i, Xb)  = -0.5919                        Prob > F           =
0.0000

------------------------------------------------------------------------------
irregolari |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
demogr4 |  -.0174142   .0049189    -3.54   0.001    -.0271559   -.0076726
produtt10 |   -.121299   .0259491    -4.67   0.000    -.1726899   -.0699082
settori214 |    100.181   20.92403     4.79   0.000     58.74207
141.62
_cons |   21.83841   2.526057     8.65   0.000     16.83569    26.84113
-------------+----------------------------------------------------------------
sigma_u |  6.1560115
sigma_e |   .6216992
rho |  .98990387   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0:     F(19, 117) =   389.42             Prob > F =
0.0000

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```