Dear statalist users,
Good morning.I have some questions regarding panel fixed effect estimation.
# I want to incorporate time effects in fixed effect model. How can I do this
in stata? What command should I use?
# There are 3 values for R square...within, between and overall. Which one
should be used? The value of R square is very low when I use fe, but it is
high in case of pooled OLS. How can I know about the R square value for the
variables and for the country or time effects?
# If I use cluster option, does it correct for serial correlation and
heteroskedasticity? I need to correct both in my estimation. What does intra
group correlation mean?
I am looking forward for your generous help.
Thank you in advance.
sams
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