Hello,


I have two dependent variables and 9 independent variables. I ran xtreg command using the first dependent variable
Code:
xtreg first_dependent i.(gender nationality experience_and_internship extra_curricular_activities place_of_study level_of_education  grade referral field_of_study), i(id_resp) re
but R-squared values are low 10%, 1% and 6% respectively.

- If there is any problem with this model, how I can fix it, please?
- Shall I use mixed command instead?


Code:
 xtreg first_dependent i.(gender nationality experience_and_internship extra_curricular_activities place_of_study level_of_education g
> rade referral field_of_study), i(id_resp) re

Random-effects GLS regression                   Number of obs     =      2,238
Group variable: id_resp                         Number of groups  =        190

R-sq:                                           Obs per group:
     within  = 0.1092                                         min =          2
     between = 0.0148                                         avg =       11.8
     overall = 0.0629                                         max =         12

                                                Wald chi2(20)     =     245.46
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

--------------------------------------------------------------------------------------------------------------------------------------
                                                     first_dependent |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------------------------------------------------------+----------------------------------------------------------------
                                                              gender |
                                                             Female  |  -2.608822   .9563813    -2.73   0.006    -4.483295   -.7343491
                                                                     |
                                                         nationality |
                                                         Expatriate  |  -9.833741   .9558095   -10.29   0.000    -11.70709   -7.960389
                                                                     |
                                           experience_and_internship |
                            internship outside of your organisation  |  -.1979238   1.342432    -0.15   0.883    -2.829041    2.433194
                                                Relevant experience  |   4.981064   1.371467     3.63   0.000     2.293037     7.66909
                                  No relevant experience/internship  |  -3.159164   1.353174    -2.33   0.020    -5.811337   -.5069917
                                                                     |
                                         extra_curricular_activities |
                                        Yes, as a member of a group  |  -.4340485   1.160395    -0.37   0.708    -2.708381    1.840284
                                                                 No  |  -.8753911   1.170169    -0.75   0.454    -3.168881    1.418099
                                                                     |
                                                      place_of_study |
                                   A non-leading university in Oman  |  -2.705958   1.366123    -1.98   0.048     -5.38351   -.0284051
                                        A leading university abroad  |   .7497967   1.367233     0.55   0.583    -1.929931    3.429524
                                    A non-leading university abroad  |  -2.159898   1.342932    -1.61   0.108    -4.791996    .4721994
                                                                     |
                                                  level_of_education |
                                                  Bachelor's Degree  |   2.370335   1.169926     2.03   0.043     .0773212    4.663349
                                                    Master's Degree  |   1.940041   1.168114     1.66   0.097    -.3494208    4.229502
                                                                     |
                                                               grade |
                                                          3.5 out 4  |  -2.379511   1.360133    -1.75   0.080    -5.045322    .2863002
                                                       2.7 out of 4  |   -6.40404    1.36449    -4.69   0.000    -9.078391   -3.729689
                                                         2 out of 4  |  -10.16181   1.337099    -7.60   0.000    -12.78247    -7.54114
                                                                     |
                                                            referral |
yes, from an Omani universitiey with which your organisation coop..  |   1.702201   1.347798     1.26   0.207    -.9394343    4.343837
Yes, from another university with which your organisation do not ..  |   3.090204    1.34321     2.30   0.021     .4575606    5.722847
                                                                 No  |   .3981555   1.365708     0.29   0.771    -2.278583    3.074894
                                                                     |
                                                      field_of_study |
                                            Business and Management  |  -2.206764   1.173425    -1.88   0.060    -4.506635    .0931064
                                         Information and Technology  |  -4.789248   1.168595    -4.10   0.000    -7.079651   -2.498845
                                                                     |
                                                               _cons |    52.5241   2.475533    21.22   0.000     47.67214    57.37605
---------------------------------------------------------------------+----------------------------------------------------------------
                                                             sigma_u |  16.953101
                                                             sigma_e |  22.340439
                                                                 rho |   .3654248   (fraction of variance due to u_i)
--------------------------------------------------------------------------------------------------------------------------------------



Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float id_resp double job_type float(first_dependent second_dependent) double(gender nationality experience_and_internship extra_curricular_activities place_of_study level_of_education field_of_study grade referral)
1 1  29  45 2 1 4 1 2 1 2 3 2
1 1  16  30 1 2 3 2 4 2 2 1 2
1 1  26  18 1 2 3 3 3 2 2 4 3
1 1  45  25 2 1 1 1 4 3 3 2 3
1 1  99  94 1 1 2 1 1 1 2 1 4
1 1  24  21 2 1 1 3 1 3 3 3 2
1 1  21  45 2 1 2 1 1 3 1 3 1
1 1   7   5 1 2 4 2 3 1 1 4 1
1 1  36  13 1 2 1 3 4 2 1 2 1
1 1  39  20 1 2 2 2 3 2 3 1 3
1 1  25  20 2 1 3 3 2 2 3 4 4
1 1   4   3 2 2 4 3 2 3 1 4 4
2 1  55  30 1 1 4 1 1 3 3 2 4
2 1   0   0 2 2 1 3 3 1 3 3 3
2 1  45  55 2 1 3 1 4 2 3 2 2
2 1  33  45 2 2 4 1 4 2 2 4 1
2 1  70  90 2 1 3 2 3 3 1 1 4
2 1  50  70 1 1 3 1 1 1 2 4 3
2 1   0   0 1 2 2 3 2 1 2 2 1
2 1  43  21 1 2 2 2 2 2 1 1 2
2 1  51  27 2 2 1 2 2 1 3 1 1
2 1   0   0 1 2 1 2 1 2 2 3 3
2 1  48  81 2 1 2 3 3 3 1 4 4
2 1  41  64 1 1 4 2 4 3 3 4 2
3 1  85  85 2 1 4 3 4 2 1 1 4
3 1   5  15 1 2 1 2 1 1 2 1 4
3 1   0   0 2 2 4 1 2 2 2 1 3
3 1  26  22 1 1 4 3 3 1 3 2 1
3 1  25  50 1 1 1 2 2 2 2 1 2
3 1  95  80 2 1 2 1 4 1 1 2 1
3 1  20  29 2 2 3 3 4 3 3 4 3
3 1  21  21 2 2 3 1 1 3 2 3 1
3 1  90  90 1 1 3 2 2 3 1 3 4
3 1  24  39 2 1 2 2 3 2 3 4 2
3 1  90  80 1 2 1 1 3 3 1 4 3
3 1  11  40 1 1 2 1 1 1 3 3 2
4 1  50  70 2 1 3 2 4 2 2 2 3
4 1  20  20 2 1 4 3 1 2 2 1 3
4 1   0   0 1 2 4 3 4 3 1 2 2
4 1   0   0 2 2 1 2 2 3 3 3 4
4 1  90  90 1 2 2 3 1 3 2 2 3
4 1  50  50 2 1 1 2 3 1 3 4 1
4 1  60  40 1 1 1 1 2 1 1 4 2
4 1  80  80 1 1 3 3 2 1 3 1 1
4 1   0   0 2 2 2 1 4 2 1 4 4
4 1   0   0 2 2 4 1 4 3 1 3 4
4 1  50  50 2 2 2 2 1 1 2 2 2
4 1  90  90 1 1 3 1 3 2 3 1 1
5 2  23  24 1 2 2 2 3 2 3 1 3
5 2  11  22 1 2 4 2 3 1 1 4 1
5 2  40  26 2 1 1 3 1 3 3 3 2
5 2  80  91 2 1 1 1 4 3 3 2 3
5 2  76  89 1 1 2 1 1 1 2 1 4
5 2  49  83 1 2 3 2 4 2 2 1 2
5 2  20  18 2 1 2 1 1 3 1 3 1
5 2  30  52 2 2 4 3 2 3 1 4 4
5 2  60  81 2 1 4 1 2 1 2 3 2
5 2  50  80 1 2 3 3 3 2 2 4 3
5 2  11  19 1 2 1 3 4 2 1 2 1
5 2  31  50 2 1 3 3 2 2 3 4 4
6 1  60  60 2 2 2 3 4 1 3 1 4
6 1  40  50 1 2 4 2 4 2 2 4 4
6 1  80  80 1 2 2 3 3 3 1 1 2
6 1  91  91 1 2 1 1 1 3 1 4 1
6 1  81  80 1 2 3 3 1 1 3 3 3
6 1  80  80 2 1 1 2 1 3 1 4 2
6 1 100 100 2 1 3 2 2 1 1 2 1
6 1  70  70 1 1 4 1 4 2 2 3 2
6 1  80  80 1 2 3 1 2 1 1 3 1
6 1  90  90 1 1 1 2 3 2 2 1 3
6 1  60  60 2 1 4 1 2 2 3 2 4
6 1  70  70 2 1 2 3 3 3 3 2 3
7 2  74  64 1 1 4 3 3 3 2 1 4
7 2   0   0 1 2 1 1 4 1 1 4 2
7 2  20  36 2 1 3 2 1 2 1 2 3
7 2   1   0 2 2 3 2 3 3 2 2 1
7 2   1   0 2 2 2 2 4 2 3 3 1
7 2   8   5 2 1 1 3 1 1 3 4 4
7 2  34  38 2 1 2 3 2 3 2 3 2
7 2  80  83 1 1 3 3 1 3 1 1 1
7 2  46  54 1 1 4 1 3 1 2 2 4
7 2   2   1 2 2 2 1 4 1 3 3 3
7 2   0   1 1 2 1 2 2 1 2 4 3
7 2   0   0 2 2 4 1 1 2 3 1 2
8 2  15  11 2 1 1 1 3 2 1 2 4
8 2  70  40 2 2 2 1 3 3 2 3 2
8 2  30  22 1 2 3 3 4 1 2 2 4
8 2  19  16 2 1 1 3 2 1 1 1 3
8 2  30  20 2 2 4 2 1 1 1 4 3
8 2  36  60 1 1 3 3 4 3 2 4 2
8 2  60  35 1 1 4 2 2 2 3 3 1
8 2  60  58 2 2 1 2 1 3 3 1 1
8 2  14  25 1 1 1 2 4 1 2 3 1
8 2  61  30 2 2 4 3 1 2 1 3 2
8 2  30  29 1 1 2 1 2 2 3 4 3
8 2  30  50 1 2 2 1 3 2 3 2 4
9 2  20  20 1 2 3 3 2 2 1 4 3
9 2  30  30 1 2 1 3 2 2 3 3 2
9 2  40  50 2 2 1 1 1 1 3 2 2
9 2  60  50 1 2 2 1 4 1 2 1 1
end
label values job_type Q167
label def Q167 1 "Mechanical Engineer", modify
label def Q167 2 "Accountant", modify
label values gender gender
label def gender 1 "Male", modify
label def gender 2 "Female", modify
label values nationality nationality
label def nationality 1 "Omani", modify
label def nationality 2 "Expatriate", modify
label values experience_and_internship experience_and_internship
label def experience_and_internship 1 "internship at your organisation", modify
label def experience_and_internship 2 "internship outside of your organisation", modify
label def experience_and_internship 3 "Relevant experience", modify
label def experience_and_internship 4 "No relevant experience/internship", modify
label values extra_curricular_activities extra_curricular_activities
label def extra_curricular_activities 1 "Yes, in a leadership position", modify
label def extra_curricular_activities 2 "Yes, as a member of a group", modify
label def extra_curricular_activities 3 "No", modify
label values place_of_study place_of_study
label def place_of_study 1 "A leading university in Oman", modify
label def place_of_study 2 "A non-leading university in Oman", modify
label def place_of_study 3 "A leading university abroad", modify
label def place_of_study 4 "A non-leading university abroad", modify
label values level_of_education level_of_education
label def level_of_education 1 "Diploma", modify
label def level_of_education 2 "Bachelor's Degree", modify
label def level_of_education 3 "Master's Degree", modify
label values field_of_study field_of_study
label def field_of_study 1 "Engineering", modify
label def field_of_study 2 "Business and Management", modify
label def field_of_study 3 "Information and Technology", modify
label values grade grade
label def grade 1 "4 out 4 and within the top 5% of their classes", modify
label def grade 2 "3.5 out 4", modify
label def grade 3 "2.7 out of 4", modify
label def grade 4 "2 out of 4", modify
label values referral referral
label def referral 1 "yes, by an existing employee", modify
label def referral 2 "yes, from an Omani universitiey with which your organisation cooperates", modify
label def referral 3 "Yes, from another university with which your organisation do not cooperate", modify
label def referral 4 "No", modify