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Re: st: adjusted R squared and fixed effect panel


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: adjusted R squared and fixed effect panel
Date   Fri, 2 Jul 2004 21:07:35 +0100 (BST)

Joao Pedro W. Azevedo wrote:

> I would like to know if Stata computes the adjusted R squared after
> estimating a fixed effect panel data model, and if the interpretation of
> this statistic is equivalent to the one in the standard cross section
> context.

The LSDV model in -areg- calculates the adjusted R^2 statistic, but, as
Mark Schaffer explained to me and others a few weeks ago, it is not
statistically equivalent to the FE model in -xtreg, fe-:

http://www.stata.com/statalist/archive/2004-06/msg00406.html
http://www.stata.com/statalist/archive/2004-06/msg00334.html

Hope that helps (a bit).

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps
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