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  • Adjusted R2 is not showing on my multilinear regression output

    Hello,

    I have a really important report due and I am conducting multilienar regressions but stata is not giving me then adjusted R2 in my output. My code is as follows:
    asdoc reg $yvar $Xepioverall6, robust

    The outputs look like this (using a mac):

    I have loads of regressions to run and really need to find a simple way to fix this asap.
    Click image for larger version

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ID:	1716047

    Thanks,
    Nicole

  • #2
    when using robust SE's, Stata suppresses the anova table and the adjusted r-squared; it is not clear why the Adjusted r-squared is suppressed, given that the unadjusted is not suppressed and this is not discussed in the help file or manual (at least, I have never seen it), though the reason for suppressing the anova table is discussed in the manual

    please, as per the FAQ (which you should read), do not post binary files as many of us will not open binary files from people we don't know due to the danger of malware

    Comment


    • #3
      Nicole:
      while Adj Rsq is not shown in Stata outcome table, you ca easily retrieve it manually:
      Code:
      . sysuse auto.dta
      (1978 automobile data)
      
      . regress price mpg, r
      
      Linear regression                               Number of obs     =         74
                                                      F(1, 72)          =      17.28
                                                      Prob > F          =     0.0001
                                                      R-squared         =     0.2196
                                                      Root MSE          =     2623.7
      
      ------------------------------------------------------------------------------
                   |               Robust
             price | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
      -------------+----------------------------------------------------------------
               mpg |  -238.8943   57.47701    -4.16   0.000    -353.4727    -124.316
             _cons |   11253.06   1376.393     8.18   0.000     8509.272    13996.85
      ------------------------------------------------------------------------------
      
      . di e(r2_a)
      .20874373
      
      .
      Last edited by Carlo Lazzaro; 05 Jun 2023, 02:32.
      Kind regards,
      Carlo
      (Stata 19.0)

      Comment

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