Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

[no subject]


From   fabiopericolini@fastwebnet.it
To   "stata group mail" <statalist@hsphsun2.harvard.edu>
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




*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index