<>
-fitstat- continues to report the adjusted R2:
*************
capt ssc inst fitstat
sysuse auto, clear
reg pr we tr tu
reg pr we tr tu, robust
fitstat
reg pr we tr tu, robust cluster(for)
fitstat
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Carlos
Rodriguez
Gesendet: Dienstag, 30. Juni 2009 03:41
An: [email protected]
Betreff: st: Adjusted R square & cluster
Hello,
Why doesn't Stata report the Adjusted Rsquared when one runs OLS
regressions using ",robust cluster()". Mine is panel data. I think I
need to use the option "robust cluster()" but then I can only get the
R sq displayed and I wish to compare goodness of fit across models so
adjusted Rsq is more appropriate.
How does one get both displayed with "robust cluster"?
Thank you
Kind Regards,
Carlos Rodriguez
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* http://www.ats.ucla.edu/stat/stata/