Joao Pedro W. Azevedo wrote:
> I would like to know if Stata computes the adjusted R squared after
> estimating a fixed effect panel data model, and if the interpretation of
> this statistic is equivalent to the one in the standard cross section
> context.
The LSDV model in -areg- calculates the adjusted R^2 statistic, but, as
Mark Schaffer explained to me and others a few weeks ago, it is not
statistically equivalent to the FE model in -xtreg, fe-:
http://www.stata.com/statalist/archive/2004-06/msg00406.html
http://www.stata.com/statalist/archive/2004-06/msg00334.html
Hope that helps (a bit).
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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