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st: Adjusted R2 for Driscoll Kraay SE


From   Benjamin Schmid <ben.schmid@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Adjusted R2 for Driscoll Kraay SE
Date   Thu, 28 Mar 2013 12:43:28 +0100

Dear Statalist members

I am new to Stata and am currently analysing a panel applying the Driscoll
Kraay SE as introduced into Stata by Daniel Hoechle. As I have not found a
solution to my question in older posts I am not sure if the question may
even be too trivial.

If I run my regressions and then use the following command to create an
output table I am not given the adjusted R2 value.
estout, cells(b(fmt(a3) star) t(par fmt(3))) stats(r2 r2_a N, fmt(%9.3f
%9.3f %9.0g) labels(R-squared R-squared_adjusted #_Observations))
starlevels(* 0.10 ** 0.05 *** 0.01) legend label postfoot(`"{hline @width}"'
`"t statistics in parentheses"')

I can look up the R2 in the actual regression in Stata but not the Adjusted
R2. Given the fact, that the R2 of the xtreg varlist, fe r command and using
the xtscc varlist, fe command are the same (if I have the same variables),
does this implicate that the Adj. R2 are also identical?

Thank you very much in advance for your help.
Benjamin Schmid


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