st: can we collect the r^2 of an OLS regression with statsby

From	Kit Baum <[email protected]>
To	[email protected]
Subject	st: can we collect the r^2 of an OLS regression with statsby
Date	Sun, 6 Aug 2006 12:31:17 -0400

webuse grunfeld
statsby e(r2) e(r2_a), by(company) clear: reg mvalue kstock

Run a regression and do ereturn list to see all the statistics that may be retrieved and saved by statsby.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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