- using population-averaged as regression approach on panel data in Stata
Hey. I am running regression on panel data. I test different approaches using Stata. When using "population-averaged" no squared R measures are reported. The approach is equal to running a regular linear regression on the panel data, and according to my professor, a squared R is statistically "allowed." When I run a regular linear regression on the data, the coefficients and significance-levels are almost completely identical to "population-averaged", but a squared R and adjusted squared R is reported. is there a reason why Stata does not provide a squared R estimate (within, between, overall) when applying "population-averaged"? Is there a way to make it report such a measure? and if not, can I use the Squared R from a regular linear regression as a "substitute"?