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Re: st: Adjusted R2 for Driscoll Kraay SE


From   William Buchanan <william@williambuchanan.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Adjusted R2 for Driscoll Kraay SE
Date   Thu, 28 Mar 2013 05:32:23 -0700

Hi Ben,

Your issue is really with the user-written command -estout- (from SSC) and not so much with the subject heading.  Look at the help file for the command and see where the R2 and adjusted R2 are stored.  You may need to first use -estadd- (which is part of the -estout- suite of programs) to add those scalars to a place where the -estout- command can access them. 

HTH,
Billy

Sent from my iPhone

On Mar 28, 2013, at 4:43, Benjamin Schmid <ben.schmid@hotmail.com> wrote:

> 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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