Mark, thanks for your response.
But the standard errors and # of observ. are different in using areg and
xtivreg2. Can I use the estimates from areg, but the R2 from xtivreg?
Also, neither areg or xtivreg2 reports sigma_u and sigma_e. How can I get these
two from areg and xtivreg2. Thanks!
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: 27 April 2007 02:16
> To: [email protected]
> Subject: st: transform areg R-sqr to xtreg R-sqr or weight for xtreg?
>
> 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.
-xtivreg2- will estimate basic fixed effect models with exogenous
regressors, allows aweights, and reports a within R-sq. From within
Stata,
findit xtivreg2
and follow the links.
Cheers,
Mark
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