Computing R-Squared in panel Random Effects
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Dear all,
I am facing a problem with estimating panel regression with Random Effects.
I did not find any way how to persuade Gretl to compute R-Squared.
Could you give me advice? Thank you very much for replies.
*Ondřej Dvouletý*
Mobil.: +420 728 431 027
e-mail: ondradvoulety(a)gmail.com
Skype: ondradvoulety
[image: ICON] <http://cz.linkedin.com/in/ondrejdvoulety/>
Studeněves 98
273 79 TUŘANY U SLANÉHO
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On Wed, 4 Jun 2014, Ondřej Dvouletý wrote:
I am facing a problem with estimating panel regression with Random
Effects.
I did not find any way how to persuade Gretl to compute R-Squared.
Could you give me advice? Thank you very much for replies.
Please see
http://lists.wfu.edu/pipermail/gretl-users/2010-March/004588.html
Since the RE estimator does not minimize the sum of squared residuals, any
"R-squared" figure reported for such estimation is going to be debatable
at best.
Allin Cottrell
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Ondřej Dvouletý