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Re: st: Robust OLS and adjusted R-square


From   Mark Schaffer <[email protected]>
To   [email protected], Ayako Saiki <[email protected]>
Subject   Re: st: Robust OLS and adjusted R-square
Date   Thu, 06 May 2004 02:11:40 +0100 (BST)

Ayako,

Quoting Ayako Saiki <[email protected]>:

> Dear all,
> 
> If anybody can help me on this, that'll be great - I ran OLS
> with robust standard errors (reg.... , robust), but it does not 
> provide adjusted R-square.  Can anybody tell me what is causing
> this?
> 
> Thank you very much in advance.
> 
> Sincerely,
> 
> Ayako Saiki

It should be there, if you look in the right place:

. sysuse auto, replace
(1978 Automobile Data)

. regress price mpg, robust

Regression with robust standard errors                 Number of obs 

<snip>

. ereturn list r2_a
scalar e(r2_a)     =  .2087437291901012


--Mark

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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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