[Limdep Nlogit List] Limdep Question regarding R^2 for REM

Marcus Demmelmair marcus.demmelmair at googlemail.com
Tue Jul 14 18:09:29 EST 2009

Dear all,

I am a newcomer to Limdep. I am currently analysing a panel of 420
observations. When I test for Fixed respectively Random Effects
receive an output sheet containing of basically three different outputs:
"OLS w/o dummies", "Least Squares with Group Dummy Variables" and "Random
Effects Model". The former two all have R^2 estimates, however, the later
(Random effects Model) does not, although the limdep manual says it should
have one (cf. E8-22). Why is that? What did I do wrong?

Moreover, I am wondering how to compute the WHITE TEST. Any suggestions?

Thank you very much. Really would appreciate your help.


Mit freundlichen Grüßen / Kind regards,

Marcus F. Demmelmair

phone:  (+49) 89-12099280

mobile: (+49) 176-23802805

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