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  • Adjusted R-square is negative?

    Dear all,
    When I run panel data fixed effects model,I get a negative adjusted R2.I don't know why, and is it valid? How can I avoid negative adjusted R2?
    Thank you in advance.

    Best regards.
    Raymond
    Best regards.

    Raymond Zhang
    Stata 17.0,MP

  • #2
    Raymond:
    the R2adj formula reported in -regress- entry, Stata .pdf manual admits negative values (unlike Rsq).
    So, nothing sinister there.
    That said, I would double-check your model specification.
    Kind regards,
    Carlo
    (StataNow 18.5)

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    • #3
      Also see this earlier post: https://www.statalist.org/forums/for...uared-negative
      David Radwin
      Senior Researcher, California Competes
      californiacompetes.org
      Pronouns: He/Him

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      • #4
        Thank you for your help.@Carlo Lazzaro@David Radwin
        Best regards.

        Raymond Zhang
        Stata 17.0,MP

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