R2 with xtdidregress

[Sandra Smith]

Dear Statalist,

I have searched previous posts but I cannot find anything regarding this problem. When I run xtdidregress, no R² is generated in the output table. When I look under "ereturn list" there is no e(r2) or e(r2_a), which guides have referred to for other commands (eg "regress). Please could somebody help me to calculate the R² and adjusted R² from an xtdidregress regression?

Thank you for your help.

[Andrew Musau]

You can always replicate the xtdidregress estimation with regress or xtreg.

xtset id year
xtdidregress (y z1 z2) (d), group(id) time(year)

is equivalent to

regress y z1 z2 i.id i.year d, vce(cluster id)
*OLS R2 
di e(r2)

or

xtset id year
xtreg y z1 z2 i.year d, fe robust
*WITHIN R2 
di e(r2_w)

[Sandra Smith]

Thanks for your help Andrew, the first solution works for me.