Dear Statalist members,
Using a panel dataset, I run a xtreg, fe and use areg, absord (id)
cluster (id) to correct for autocorrelation and heteroskedasticity in
the model. The xtreg, fe give us a R2-within measure while areg R2-
adj. Is there a way of obtaining/converting the R2-adj from the areg
into a R2 that would be comparable with R2-within? I know that I
could use areg, absorb (id) to obtain a R2-adj for the xtreg, fe, but
I am interested in the opposite transformation (R2-adj into R2-
within).
Any suggestions are more than welcome!
Thanks in advanced,
Svetlana
*
* 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/
