I'm running some regression models with panel data from Brazilian municipalities (N = 64,708, Number of groups = 5,561, T = 3).
The results seem ok at first, but:
1. The overall R2 is almost null: 0.0008
2. rho = .9917
3. corr(u_i, Xb) = -0.9928
What do these pieces of information suggest about the convenience of running FE models versus running pooled OLS?
Related Posts with Fixed effects model with high rho and negative corr(u_i, Xb): a problem?
Why do we estimate and report unadjusted regression results besides adjusted?Hi All, I hope you are well! I am wondering why do we have to estimate and report unadjusted regres…
The odds ratio, SD, CI is too small?Hello, I am doing a logistic to check the odds ratio between binary outcome and continuous variable…
Import a folder with .csv filesDear all, I am trying to import a folder with .csv files to stata. Each file corresponds to a month…
Testing for Interaction, C.Logistic Regression: Colinearity and no observations identifiedHello, I am trying to assess for interaction where the primary association is estrogen use and endo…
Is there any difference in endogeneity test when i have two endogeneous variables?Dear Statalist, I have a panel dataset of 10,000 households * 3 years. And based on the two-way fix…
Subscribe to:
Post Comments (Atom)
0 Response to Fixed effects model with high rho and negative corr(u_i, Xb): a problem?
Post a Comment