R-sq In the following regression seem all of these desicive parameters to be verygood. My question is how to interpret sigma_e, sigma_u and rho or in otherwords is it a problem when rho, which is defined as fraction of variance ofthe dependet variable due to u_i, is so large (0.9...
Hello, Statalist. I am a little confused by the output from an -xtreg, re- estimate. Basically, I end up with sigma_u = 0, which of course yields rho = 0. That seems very odd to me. I would guess that that should only happen if there is no between-subject variation. But, (I...
>> >> On Mon, Aug 29, 2011 at 1:45 PM, Lloyd Dumont<lloyddumont@yahoo.com> >> wrote: >>> >>> Hello, Statalist. >>> >>> I am a little confused by the output from an -xtreg, re- estimate. >>> >>> Basically, I end up with sigma_u = 0, which of course yields rho ...
Hello, Statalist. I am a little confused by the output from an -xtreg, re- estimate. Basically, I end up with sigma_u = 0, which of course yields rho = 0. That seems very odd to me. I would guess that that should only happen if there is no between-subject variation. But, (I...
On Mon, Aug 29, 2011 at 1:45 PM, Lloyd Dumont <lloyddumont@yahoo.com> wrote: > Hello, Statalist. > > I am a little confused by the output from an -xtreg, re- estimate. > > Basically, I end up with sigma_u = 0, which of course yields rho = 0. That seems very odd to ...