partial r-squared for fixed effects model estimated with panel data

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eljay
Posts: 6
Joined: Thu May 07, 2009 10:23 am

partial r-squared for fixed effects model estimated with panel data

Postby eljay » Wed Sep 14, 2016 10:51 am

hello, my editor would like me to include the subject line above in a manuscript. i cannot determine how to do this in Eviews 8.

can this be done? thank you!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: partial r-squared for fixed effects model estimated with panel data

Postby EViews Glenn » Thu Sep 15, 2016 3:46 pm

I assume that by partial r-squared, you mean the one for the model relative to the fixed effects and no regressors.

Just estimate a model with only the fixed effects and no regressors take the SSR. Compare that SSR to the SSR from the model with the regressors and the fixed effects.


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