Re: st: please help! adjusted rsquared

[David Jacobs <jacobs.184@osu.edu>]

Typing 'estimates list' after a xtreg run gives you what apparently is the 
R2 adjusted for degrees of freedom in the fourth row down.  People 
generally report the within R2 after fixed effects.

Dave Jacobs


At 05:50 AM 2/7/2003 -0500, you wrote:

> Dear statalist,
>
> I would be happy if you could help me with two doubts.
>
> To obtain adjusted rsquared in fixed effects regression (option fe) I can:
>
> 1) use areg
> 2) use xtdata, fe and then regress
>
> The problem with the first option is that rsquared in not the same as in 
> xtreg,fe. Which do you think is best?
>
> The second doubt is adjusted rsquared in random effects regression (option 
> re). How can I obtain it? the problem is that if I use xtdata,re and then 
> regress, the rsquared is not the same than with xtreg,re.
>
> Thanks!
>
>
>
>
>
> _________________________________________________________
> http://www.latinmail.com.  Gratuito, latino y en espa�ol.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/