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st: R2_within(xtreg,fe)&R2_adj(areg)


From   "Svetlana Mira " <SvetlanaM@Cardiff.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: R2_within(xtreg,fe)&R2_adj(areg)
Date   Fri, 11 Jun 2004 17:56:19 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 measure 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 in advanced,
Svetlana

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