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


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
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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