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st: xtreg A B C , fe robust where R overall sq = 0


From   Marco Buur <[email protected]>
To   [email protected]
Subject   st: xtreg A B C , fe robust where R overall sq = 0
Date   Fri, 21 Aug 2009 17:56:22 +0200

Dear all,

I run xtreg A B C , fe  robust after xtoverid test indicated fe model
but I am confused as I got R overall sq = 0


Fixed-effects (within) regression               Number of obs      =       444
Group variable: Country                         Number of groups   =       103

R-sq:  within  = 0.2607                         Obs per group:   min =         1
         between = 0.0009
  avg =       4.3
         overall = 0.0000
     max =         7

                                                F(8,102)           =      8.74
corr(u_i, Xb)  = -0.4974                        Prob > F           =    0.0000

Is this make a sence?

Thank you
Marco
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