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