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Re: st: Within R-sq


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Within R-sq
Date   Fri, 15 Oct 2004 12:51:42 -0400

IF there is "within R-square" is small, it means that your variables are not changing much over time. With little temporal variation in the variables, you are not gaining much from having panel data. Your estimates are based primarily on the variation between cases. David Greenberg, Sociology Department, New York University

----- Original Message -----
From: Michael Johnson <michaeljohnson919@hotmail.com>
Date: Thursday, October 14, 2004 8:05 pm
Subject: st: Within R-sq

> 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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