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st: Unbalanced panel data + Adjusted R-square

From   "Marcel Normann" <[email protected]>
To   [email protected]
Subject   st: Unbalanced panel data + Adjusted R-square
Date   Fri, 6 Feb 2004 22:18:07 +0100 (MET)

Dear all,

I'm currently working on an unbalanced panel data set using the 
OLS/Prais-Winsten models with panel-corrected standard errors (xtpcse). 

How can I transform the R-square into an adjusted R-square? 

Is it correct to use the transformation for OLS models (i.e.  adj. R-
square = 1-(1-R-square)*(n-1)/(n-k); where n=number of observations and 
k=number of parameters; see Gujarati (2002), p. 218)?

I'd appreciate any help on this!

Best regards,
Dipl.-Kfm. Marcel Normann
European Business School
Endowed Chair for Banking and Finance
Burg, 1. OG
D-65375 Oestrich-Winkel
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