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Re: st: please help! adjusted rsquared


From   David Jacobs <jacobs.184@osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: please help! adjusted rsquared
Date   Fri, 07 Feb 2003 12:51:30 -0500

Typing 'estimates list' after a xtreg run gives you what apparently is the R2 adjusted for degrees of freedom in the fourth row down. People generally report the within R2 after fixed effects.

Dave Jacobs


At 05:50 AM 2/7/2003 -0500, you wrote:

Dear statalist,

I would be happy if you could help me with two doubts.

To obtain adjusted rsquared in fixed effects regression (option fe) I can:

1) use areg
2) use xtdata, fe and then regress

The problem with the first option is that rsquared in not the same as in xtreg,fe. Which do you think is best?

The second doubt is adjusted rsquared in random effects regression (option re). How can I obtain it? the problem is that if I use xtdata,re and then regress, the rsquared is not the same than with xtreg,re.

Thanks!





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