Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: R2-within(xtreg,fe) and R2_adj(areg)?


From   "Svetlana Mira " <SvetlanaM@Cardiff.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: R2-within(xtreg,fe) and R2_adj(areg)?
Date   Fri, 11 Jun 2004 16:46:08 GMT0BST

Dear Statalist members,

Using a panel dataset, I run a xtreg, fe and use areg, absord (id)
cluster (id) to correct for autocorrelation and heteroskedasticity in
the model. The xtreg, fe give us a R2-within while areg R2-adj. Is
there a way of obtaining/converting the R2-adj from the areg into a
R2 that would be comparable with R2-within? I know that I could use
areg, absorb (id) to obtain a R2-adj for the xtreg, fe, but I am
interested in the opposite transformation (R2-adj into R2-within).

Any suggestions are more than welcome!

Thanks a lot in advance,
Svetlana

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index