Panel Random Effects/MLE, rho and R-squared

[Mario Fernandez]

Hi, my empirical strategy is as follows:

1. Apply coarsened exact matching to get weights
cem all_controls, treatment(cem_weights_from_step1)

2. Run xtreg with random effects but using mle option as it is the only that accepts weights estimated from step 1. As follows:
xtreg log_prices Covariates, re [iweight=cem_weights_from_step1]

Results are pretty cool but command from step 2 does not report/calculate R-squared. For comparability purposes with other estimations I need it. Is there any way to calculate it manually?

Best,
Mario

[Carlo Lazzaro]

Mario:
-xtreg,re- returns -chi2- statistic.

[Mario Fernandez]

Mario:
-xtreg,re- returns -chi2- statistic.

Hi Carlo, thanks for your reply.
I'd be more than happy to rely on the Chi2, but previous literature report R-squared for similar exercises. But surprisingly Stata does not compute R-squared for xtreg, re when using the mle option (because I need to use the aweights).
Regards,
Mario