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


From   [email protected]
To   [email protected]
Subject   st: transform areg R-sqr to xtreg R-sqr or weight for xtreg?
Date   Thu, 26 Apr 2007 21:15:45 -0400

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. 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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