*-7.1.4.4 解读 xtreg,fe 的估计结果
use invest2.dta, clear
tsset id t
edit
xtreg market invest stock, fe
*-- R^2 (参见 Stata 11 电子手册，【XT】pp.446-448，写得非常清楚)
* y_it = a_0 + x_it*b_o + e_it (1) pooled OLS
* y_it = u_i + x_it*b_w + e_it (2) within estimator
* ym_i = a_0 + xm_i*b_b + em_i (3) between estimator
*
* -> R-sq: within 模型(2)对应的R2，是一个真正意义上的R2
* -> R-sq: between corr{xm_i*b_w,ym_i}^2
* -> R-sq: overall corr{x_it*b_w,y_it}^2
*-- 如何得到调整后的 R2,即 adj-R2 ？
use invest2.dta, clear
qui tab id, gen(dum)
cap drop dum1
reg market invest stock dum*
areg market invest stock, a(id) /*更为简洁*/
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