Adjusted R2 with ACREG

[Samuel Chang]

Hello!

I just started using the ACREG function for spatially-clustered standard errors (Conley, 1999). I am wondering whether there is a way to output adjusted R2 values. As of now, it is giving me standard R2 values and I cannot find a way to change that. Thank you for your help!

Best,
Samuel

[George Ford]

Adjusted R-squared: 1 - (1 - R2) * ((n - 1)/(n - p - 1)), were n represents the number of observations and p represents the number of predictors (independent variables) in the regression model.

di "Adjusted R2 = " %5.3f 1 - (1 - e(r2)) * ((e(N) - 1)/(e(N) - e(Fdf1) - 1)

[Samuel Chang]

Thanks, George! I will try to calculate it manually.

[George Ford]

you could go into the ado file and add it if you are familiar with editing code