Which R2 Values has to be reported while performing Fixed Effect and Random Effect Regression?

12 July 2023 1 2K Report

While performing Fixed Effect (FE) and Random Effect (RE) Regression in Stata, three R2-values are given: Within, Between and Overall. So my question is, which R2 value should I write in my research paper for FE and RE Regression?

Mohammad Omar Faruq

Fixed Effect (Within)

Random Effect (Between)

For further reading "https://www.montana.edu/cstoddard/562/Chapter14studentnotes.pdf"

https://www.princeton.edu/~otorres/Panel101.pdf

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