partial r-squared for fixed effects model estimated with panel data
Posted: Wed Sep 14, 2016 10:51 am
by eljay
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!
Re: partial r-squared for fixed effects model estimated with panel data
Posted: Thu Sep 15, 2016 3:46 pm
by EViews Glenn
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.