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- Wed Nov 18, 2009 9:10 am
- Forum: Estimation
- Topic: Within R-sq. in Fixed Effect estimation
- Replies: 1
- Views: 2849
Within R-sq. in Fixed Effect estimation
Hi, From the manual, I understand that the benchmark in computing the R-squared in fixed effects (FE) estimation is the constant only model. I would like to calculate the within R-squared (omitting the explained variance from the FEs). I thought of first estimating an FE-only model and then estimati...