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st: Within R-sq


From   "Michael Johnson" <michaeljohnson919@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Within R-sq
Date   Thu, 14 Oct 2004 19:05:58 -0500

Dear listers:

I ran the fixed effects model and got a very low within R-sq. Could anybody
tell if this is a problem and why it is so low? For comparison, I listed fe,
re and be results. Thanks alot.

Mike

*****************************************************************
xtreg y x, fe
R-sq:  within  = 0.0138                         Obs per group: min =
2
       between = 0.1696                                        avg =
2.0
       overall = 0.1419

xtreg y x, re
R-sq:  within  = 0.0120                         Obs per group: min =
2
       between = 0.4979                                        avg =
2.0
       overall = 0.4116                                        max =
2


xtreg y x, be
R-sq:  within  = 0.0109                         Obs per group: min =
2
       between = 0.5072                                        avg =
2.0
       overall = 0.4097                                        max =
2

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