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st: estimation output of xtreg: rho, chi squared


From   "tutor um" <[email protected]>
To   [email protected]
Subject   st: estimation output of xtreg: rho, chi squared
Date   Thu, 4 Sep 2008 19:27:25 +0200

Hi everybody,
I am puzzled of the exact meaning and interpretation of rho and chi
squared that are saved in e() after regressing with xtreg and other
panel regression commands.

How are they to be interpreted? Should a higher rho be better?
And what does the chi squared tell me?

If you have good resource you can recommend I would be very thankful
to receive a pointer to that.
Thank you for bringing some light into this for me.

Enrique.
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