how to caculate adj r2 in panel data?
一般我们在panel中都是报告within r2, 调用e(r2_a)也可以得到adj r2.不知道这个adj r2是怎么计算的，与cross section有什么区别？我尝试了default se和robust se,发现报告的r2_a相差很大（但cross section 里两者是一样的）

//the example is as follows:

webuse nlswork
xtset idcode
generate age2 = age^2
generate ttl_exp2 = ttl_exp^2
generate tenure2 = tenure^2
generate byte black = (race==2)

//(1) when we use xtreg, r2_a are quite different with/without ro. why?
xtreg ln_w grade age* ttl_exp* tenure* black not_smsa south, fe
disp e(r2), e(r2_a) //r2 mean within r2
mat b=e(b)
sca k= colsof(b)
disp 1-(1-e(r2))*(e(N)-1)/(e(N)-k-e(N_g)) //does this formular work for panel data?

xtreg ln_w grade age* ttl_exp* tenure* black not_smsa south, fe ro
disp e(r2), e(r2_a)

//(2) when we use reg, r2_a are the same with/without ro
reg ln_w grade age* ttl_exp* tenure* black not_smsa south
disp e(r2), e(r2_a)

reg ln_w grade age* ttl_exp* tenure* black not_smsa south, ro
disp e(r2), e(r2_a)