[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Re: r-bar-sqr
--On Wednesday, December 25, 2002 2:33 -0500 Alejandro wrote:
Since the model is just OLS with 'g' dummy variables, everything you know
about OLS applies here. areg will estimate a fixed effects model: e.g.
I'd like to know first, if the concept of adjusted R
square also works when you are running panel data with
fixed effects (that is, as you increase the
independent variables your R square increases, like in
OLS). My guess is that also happens in the case of
fixed effects, you correct me if i'm wrong. If that is
the case, how can I calculate in STATA ?
Thanks a lot, and Merry X'mas for you all....
xtreg y x1 x2, i(country) fe
areg y x1 x2, absorb(country)
will give you the same regression, but areg will give you the standard
regress output (and will calculate robust SE if you wish).
Best wishes of the season
* For searches and help try: