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Re: st: Low within R-sq in FE
From
Fernando Rios Avila <[email protected]>
To
[email protected]
Subject
Re: st: Low within R-sq in FE
Date
Mon, 11 Nov 2013 13:49:57 -0500
Hi Anat
I dont think that conclusion is correct. As far as i know the R2 are
calculated without considering the contribution of the FE to the
overall fit, at least not as you would find if you ran the model using
dummy sets.
HTH
Fernando
On Mon, Nov 11, 2013 at 1:43 PM, Anat (Manes) Tchetchik
<[email protected]> wrote:
> Dear all,
>
> I ran a Fixed-effects (within) regression (an unbalanced panel, of 35
> countries).
> and received relatively low R-sq: within = 0.079
> between = 0.418
> overall = 0.4087
> Does having small within R-sq implies that I gain no benefit from
> using a panel structure?
>
> Any advice will be really appreciated!
> Best,
> Anat
>
>
> Anat Tchetchik, PhD
> Department of Business Administration
> Guilford Glazer Faculty of Business and Management
> Ben-Gurion University of the Negev
> P.O.Box: 653
> Beer-Sheva, Israel, 84105
>
> E-mail: [email protected]
> Phone 972-(0)8-6479735
> Fax: 972-(0)8-6472920
>
>
>
>
> --
> Anat Tchetchik, PhD
> Department of Business Administration
> Guilford Glazer Faculty of Business and Management
> Ben-Gurion University of the Negev
> P.O.Box: 653
> Beer-Sheva, Israel, 84105
>
> E-mail: [email protected]
> Phone 972-(0)8-6479735
> Fax: 972-(0)8-6472920
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> Anat Tchetchik, PhD
> Department of Business Administration
> Guilford Glazer Faculty of Business and Management
> Ben-Gurion University of the Negev
> P.O.Box: 653
> Beer-Sheva, Israel, 84105
>
> E-mail: [email protected]
> Phone 972-(0)8-6479735
> Fax: 972-(0)8-6472920
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/