Timeline for Why Adjusted R^2 falls if I include both individual and time fixed effects?
Current License: CC BY-SA 4.0
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Jan 26 at 20:15 | history | edited | kjetil b halvorsen♦ | CC BY-SA 4.0 |
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Jan 26 at 18:51 | answer | added | Peter Flom | timeline score: 1 | |
Jan 26 at 18:13 | comment | added | Dave |
Do you mean that something fails, mathematically (the calculation doesn't tell you what it's supposed to tell you), or do you mean that you don't find the calculated value to be acceptable? $//$ I thought this could be due to multicollinearity What would that have to do with $R^2$, adjusted or not?
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Jan 26 at 18:12 | comment | added | Jeremy Miles | What happens to $R^2$? Adjusted $R^2$ is $R^2$ corrected for the number of parameters. I presume you have a lot of additional parameters. | |
Jan 26 at 18:11 | history | edited | Jeremy Miles | CC BY-SA 4.0 |
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S Jan 26 at 17:33 | review | First questions | |||
Jan 26 at 20:15 | |||||
S Jan 26 at 17:33 | history | asked | last_resource | CC BY-SA 4.0 |