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st: Fixed effects regression and r-squared values


From   martin.r.carey@uk.pwc.com
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed effects regression and r-squared values
Date   Mon, 10 Oct 2011 15:15:19 +0100

Has anyone an idea why a fixed effects regression with 'outliers' included 
would have an R2 of 0.025 and then with 'outliers' removed and it jumps to 
0.940? any help, advice or guidance welcome!

Thanks

Martin


 
 
 

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