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Overall, Within and Between R-squared

Posted: Fri Jul 16, 2010 1:00 pm
by teddy
When I estimate an equation with panel data using fixed effects in EViews 7, it gives me an R-squared value. Do you whether it is an overall, within or between R-squared? If it is overall, can I ask EViews to calculate the within R-squared value?

Re: Overall, Within and Between R-squared

Posted: Fri Jul 16, 2010 1:51 pm
by EViews Glenn
Overall.

We don't do it automatically. Sorry. The easiest way is to estimate the restricted model yourself and then just compute the R2 by hand.