----- Original Message -----
From: "Mehmet Beceren" <[email protected]>
To: <[email protected]>
Sent: Wednesday, September 17, 2003 4:56 PM
Subject: st: R-squared for xtreg, re
> Hi All,
>
> Does anybody know,
>
> if there is a way to make Stata give us the R-squared for the random
> effects panel regressions? Or, is it nonsense to report them for random
> effects estimations?
>
> thanks!
>
Doesn't Stata report R-squared in -xtreg, re- ? I would imagine that the
"R-squared: overall" is what you are looking for.
To expand on some of Nick's sage like advice, you might want to take a look at
Gary King's "How Not to Lie With Statistics: Avoiding Common Mistakes in
Quantitative Political Science" at
http://gking.harvard.edu/files/abs/mist-abs.shtml which discusses, in part, the
misuse of R-squared.
Scott
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