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st: Which R-square is used in papers for a fixed effects model?


From   Kyoungrae Jung <jung0115@umn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Which R-square is used in papers for a fixed effects model?
Date   Sat, 19 Aug 2006 12:33:27 -0500

Dear statausers,

I ran a fixed effects model using a panel data set and found that STATA reports three R-square values: within, between, and overall. I wonder which R-square value is commonly reported in published papers. Also, sometimes I got the missing value for the within R-square. What does that mean?

I will appreciate any help with this.

Best,
Kyoungrae

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