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