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Re: st: Can we collect the R^2 (R-squared) of a OLS regressionwith statsby?


From   Justin Smith <[email protected]>
To   [email protected]
Subject   Re: st: Can we collect the R^2 (R-squared) of a OLS regressionwith statsby?
Date   Sun, 06 Aug 2006 12:30:04 -0400

Try this...

statsby _b _se r2 = e(r2_a), by (x1) saving(my_rg): regress x2 x3 x4

where e(r2_a) is the saved r2 from the regression.  You could also do
this with the many other saved results.

Justin Smith





On Sun, 6 Aug 2006 23:59:16 +0800
 ?? <[email protected]> wrote:
JS>Hi,
JS>
JS>I use stata 9 intercool to regress a panel data. And I can collect
JS>the
JS>coefficients and standard errors for every regression like this:
JS>    statsby _b _se, by (x1) saving(my_rg): regress x2 x3 x4
JS>
JS>But how can I collect the R^2 (R-squared) with statsby? And the
JS>"Adjusted
JS>R-squared"?
JS>
JS>Thanks a lot.
JS>
JS>Alex
JS>
JS>
JS>
JS>*
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Justin Smith
PhD Candidate
Department of Economics
McMaster University
Phone: (905) 962-0353
E-mail: [email protected] 
*
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