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i'm useing the between R^2 to validate the predictive power of my FE model (output -xtreg) . I like to use it for a paper but cant find a source (paper or book) which descrips the logic of between R^2 (just for citation not understanding)

Someone knows a source?

im greatefull for every hint.

dave

G5W
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tryhard
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1 Answers1

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You can cite the Stata pdf/dead tree documentation for xtreg, fe like this:

StataCorp. 2017. Stata Statistical Software: Release 15. College Station, TX: StataCorp LLC

All the versions are available on-line. You can even link to the very page with the formulas.

dimitriy
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