st: RE: transform areg R-sqr to xtreg R-sqr or weight for xtreg?

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Weiwei,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> weiwei@sas.upenn.edu
> Sent: 27 April 2007 02:16
> To: statalist@hsphsun2.harvard.edu
> Subject: st: transform areg R-sqr to xtreg R-sqr or weight for xtreg?
> 
> Hi,    I am running a fixed-effect model for my analysis. I 
> use areg because
> xtreg does not allow me to use analytical weights (actually 
> any weights).
> However, for me, the within R-sqr reported by xtreg is more 
> relevant than areg adjusted R-sqr.

-xtivreg2- will estimate basic fixed effect models with exogenous
regressors, allows aweights, and reports a within R-sq.  From within
Stata,

findit xtivreg2

and follow the links.

Cheers,
Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
 


> Could anybody tell me how 
> to transform "areg adjusted R-sqr" to  "within R-sqr"; or how 
> to make xtreg allow aweights for a FE model? Thanks for your help!
> 
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