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| 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 ______________________________________________________________________ -------------------- End of message text -------------------- Audit today and tomorrow: The investment community shares its views on reporting Visit - http://www.pwc.co.uk/eng/publications/audit-today-tomorrow-investor-survey.html ------------------------------------------------------------------------ This email is confidential and is intended for the addressee only. If you are not the addressee, please delete the email and do not use it in any way. PricewaterhouseCoopers LLP does not accept or assume responsibility for any use of or reliance on this email by anyone, other than the intended addressee to the extent agreed in the relevant contract for the matter to which this email relates (if any). PricewaterhouseCoopers LLP is a limited liability partnership registered in England under registered number OC303525, with its registered address at 1 Embankment Place, London WC2N 6RH. It is authorised and regulated by the Financial Services Authority for designated investment business. PwC may monitor outgoing and incoming emails and other telecommunications on its email and telecommunications systems; by replying to this email you give your consent to such monitoring. ---------------------------------------------------------------- Visit our website http://www.pwc.com/uk * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/