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  • Random effects R sq and rho

    Hello everyone,

    Please I have a question about results of my random effects model, I found these results :
    Code:
    R-sq:
    within = 0.6424
    between = 0.7522
    overall = 0.6649
    and ,
    sigma_u = 0
    sigma_e = .42755899
    rho = 0 (fraction of variance due to u_i)
    are my results valid? Can I conclude reliable conclusions from these results?
    Last edited by Jihad El Yaagoubi; 18 May 2018, 07:58.

  • #2
    Jihad:
    the best way to get positive replies is to share what you typed ( as you didn't) and what Stata gave you back (as you partially did) via CODE delimiters, that should include Stata output, too.
    Your results are telling you that you should go pooled OLS with standard errors clusterd on -panelid-.
    Kind regards,
    Carlo
    (Stata 18.0 SE)

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