Adjusted r squared for xtreg,fe stata

[wesso dadoyan]

I am a beginner with stata, i tried to read the previous posts about the topic and couldn't figure out how to do it. I hope someone can answer me simply without referring me to previous posts

the research papers in my field report the adjusted r squared for the panel data fixed effect regressions

my regressions are xtreg y x1 x2 x3 x4, fe vce(cluster id)
I receive a table where i have r squared between, r squared within, and r squared overall without the adjusted r squared. how is it possible to create an adjusted R squared output?

[Carlo Lazzaro]

Wesso:
googling with the following string -adjusted r-square panel- gives back some interesting entries (some of them are Stata-related).

[John Adler]

Just to add to this for future googlers, a simple approach may be that, after you have run your regression enter: estimates table tablename, star stats(N r2 r2_a).

This will provide levels of significance and the adjust r2, assuming there is no theoretical reason not to used adjusted r2 in panel data or fixed/random effects models?

[Carlo Lazzaro]

As per -xtreg- entry, Stored results section, Stata .pdf manual, -xtreg, re- does not return adjusted R2, because the omnibus test returns a squared chi.

[John Adler]

Dear Carlo,

Thank you for your clarification, future users would do well to follow this link where you describe how to obtain adjusted r-squared in a random effects regression:

https://www.statalist.org/forums/for...-effects-model

Very best,

Jonathan

[Carlo Lazzaro]

Thanks Jonathan.
I forget to mention that thread.