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st: estimation output of xtreg: rho, chi squared
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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