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st: R-squared between in Xtreg FE


From   tang5@purdue.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: R-squared between in Xtreg FE
Date   Sat, 17 Nov 2007 09:57:44 -0500

Hi all,
I am still on self-learning of panel data. sorry if my question is too simple.

I know that FE captures only within-variation, so what does the "R-squared 
between" indicate?

Actually, in my research, I am not only interested in the hypothesis that x 
causes y over history within units, but also the hypothesis that higher x 
causes higher y across units (for each given year). Also, i want to get 
estimates for time-invariant unit-variant control variables. 

So, I may need a meaningful R-squared within. Which model is the best for me? 

Thanks. 
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