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Re: st: Adjusted R2 for Driscoll Kraay SE


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Adjusted R2 for Driscoll Kraay SE
Date   Thu, 28 Mar 2013 12:49:43 +0000

In similar spirit:

There can be no reasonable complaint here about -estout- (SJ/SSC).
-estout- can't display what it can't find.

Benjamin appears to be thinking that -xtscc- (SJ/SSC) leaves an
adjusted R^2 in its wake as e(r2_a). That isn't correct. Perhaps there
is scope to do some extra calculation: I can't advise on that.

Benjamin should read again the Statalist FAQ, particularly with regard
to explaining (1) where user-written commands you refer to come from
(2) the exact code you typed and what Stata did. It is unclear here
precisely which command(s) preceded -estout-.

Nick

On Thu, Mar 28, 2013 at 12:32 PM, William Buchanan
<william@williambuchanan.net> wrote:

> 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.

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

>> 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?
>>

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