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From |
Benjamin Schmid <ben.schmid@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: Adjusted R2 for Driscoll Kraay SE |

Date |
Thu, 28 Mar 2013 14:42:45 +0100 |

Thanks for the replies. Sorry for the inaccurate description. Furthermore, there was no complaint directed at the -estout- command at all, but rather a question on how to retrieve values if they are not displayed. Hope the following information is accurate. I am using Stata/IC 12.0 for Windows (64-bit x86-64) Revision 24 Aug 2011 I run following commands. 1. -xtreg varlist, fe r- *! version 1.7.6 21jun2011 2. -estimates store applicationone- 3. -xtscc varlist, fe- *! xtscc, version 1.3, Daniel Hoechle, 10oct2011 4. -estimates store applicationtwo- 5. -xtreg varlist, re r- *! version 1.7.6 21jun2011 6. -estimates store applicationthree- Then I run the -estout- command: I am using is *! version 3.13 06aug2009 Ben Jann. The exact code I use is: -estout applicationone applicationtwo applicationthree, 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"')- Stata then returns the R^2 and R^2_adj for the fixed effects -xtreg, fe r- but does not display the R^2 and R^2_adj for the random effects -xtreg, re r- or the -xtscc, fe-. If I try to add the estimates as proposed by William using the -estadd fitstat, e( r2_mfadj)- or -estadd fitstat, e(r2_adj)- Stata returns: -fitstat- does not work with the last model estimated. -estadd- *! version 2.3.1 07oct2009 Ben Jann Thank you very much again Ben -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Nick Cox Gesendet: Donnerstag, 28. März 2013 13:50 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: Adjusted R2 for Driscoll Kraay SE 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? >> * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Adjusted R2 for Driscoll Kraay SE***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Adjusted R2 for Driscoll Kraay SE***From:*Benjamin Schmid <ben.schmid@hotmail.com>

**Re: st: Adjusted R2 for Driscoll Kraay SE***From:*William Buchanan <william@williambuchanan.net>

**Re: st: Adjusted R2 for Driscoll Kraay SE***From:*Nick Cox <njcoxstata@gmail.com>

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