Adjusted R-Squared using XTREG Fixed Effects

[Kyle Kopko]

I would like to know if STATA provides a way to report an adjusted R-squared for the within, between and overall R-squared statistics that are reported after estimating a fixed effects model using the XTREG command. I may be wrong about this, but it appears that the "display e(r2_a)" command returns the adjusted R-squared for the "within" category. But I would also like to compute an adjusted R-squared for the between and overall R-squared as well. Many thanks in advance.

[Joseph Luchman]

cross-posted here: https://www.researchgate.net/post/Do...djusted_R2_for _a_XTREG_fixed_effects_model_in_STATA?_tpcectx=qa_ overview&_trid=53c94362d11b8bdd178b45ea_5

Please see the FAQ: Should notify Statalist of such cross-posts. See also for spelling of Stata.

The R²s are discussed on p. 10 here (http://www.stata.com/manuals13/xtxtreg.pdf). I don't believe there are straightforward adjustments that can be made to similarly adjust between- and overall R²s (that is, I'm not familiar with any).

- joe