Dung Nguyen
2018-Feb-20 19:44 UTC
[R] "Within" model in plm package: is the reported R-squared correct?
Hi everyone, I am doing panel data analysis using the 'plm' package. However, I have noticed that the plm() function reports a different value of R-squared from the R-squared of the lm() function with time-demeaned data. To be clear, I have tried to compute the within model both manually (run an OLS regression with time-demeaned data using lm()) and by using plm(). The two methods give me 2 different values of R-squared and I am not sure which one is the correct one for the fixed-effect estimation. I am new to R and panel data analysis thus it will be so great if someone can explain the difference to me. Thank you in advance. Bests, MiYung [[alternative HTML version deleted]]
Bert Gunter
2018-Feb-20 20:58 UTC
[R] "Within" model in plm package: is the reported R-squared correct?
Generally speaking, statistical questions are O/T here, but sometimes they intersect with on-topic R programming issues and do get responses. So if you do not get a response here, try a statistics forum, like stats.stackexchange.com . Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Tue, Feb 20, 2018 at 11:44 AM, Dung Nguyen <dungnguyen.ivi at gmail.com> wrote:> Hi everyone, > > I am doing panel data analysis using the 'plm' package. However, I have > noticed that the plm() function reports a different value of R-squared from > the R-squared of the lm() function with time-demeaned data. To be clear, I > have tried to compute the within model both manually (run an OLS regression > with time-demeaned data using lm()) and by using plm(). The two methods > give me 2 different values of R-squared and I am not sure which one is the > correct one for the fixed-effect estimation. > > I am new to R and panel data analysis thus it will be so great if someone > can explain the difference to me. > > Thank you in advance. > > Bests, > > MiYung > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]