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st: R-Squre for Fixed Effects


From   Ozgur Ozdemir <ozdemirozgur@hotmail.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: R-Squre for Fixed Effects
Date   Wed, 8 Feb 2012 15:02:47 +0000

Hi,
I run the following on Stata with year and industry dummies. Stata drops the industry anyway due to industry being a time invariant variable:
 eststo:  xi : xtreg  tobin_q  other variables i.year i.icb_suprsectr_code, fe when I looked the stata  output, I have 

R-sq:  within  = 0.1648                               between = 0.0926                                    overall = 0.0661 

if I run the same model with areg I get around 0.14 R-Squre and 0.13 Adj R Square. I am not sure which R I need to use from the fixed effect output. In addition, when I export the output to excel, it gives adj-R Square which is -0.04. I did not see anything on the stata output called adj-R square so it is confusing? Please can you advice.
thanks 
 
 
kind regards
Ozgur 
 		 	   		  
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