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st: Adjusted R-squared with fixed-effects regression


From   fvarwig@wiwi.uni-frankfurt.de
To   statalist@hsphsun2.harvard.edu
Subject   st: Adjusted R-squared with fixed-effects regression
Date   Fri, 07 Dec 2007 10:41:13 +0100

Dear Stata-Users,

I've been searching the archive for quite a while now but somehow couldn't find an answer to my following question:


How is the adjustment for the adjusted R-squared calculated when using xtreg, fe?

The difference between the within R-squared (which I think is most interesting for me) and the adjusted R-squared is really high most of the time, so that my results seem pretty useless when taking the adjusted R-squared after a xtreg, fe regression.

Can anybody help me? Or show me, how to prove that the adjusted R-squared is useless when doing xtreg, fe regressions? ;-)

Thanks a lot,
Falko

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