请问,在STATA中使用chp8_panel.do,附录A4“local F1 = (`R2_u' - `R2_r')/(`n' - 1)”时,总是提示我R2 是非法的变量,不知道怎么修改,详细的程序段:
reg mvalue invest kstock ereturn list
local R2_r = e(r2) local K = e(df_m) // step2 : estimate Fixed-effect model and store R2 xtreg mvalue invest kstock , fe local R2_u = 1- e(rss)/e(tss) local nT = e(N) local n = e(N_g) // step3 : calculate the F statistics and P-value local F1 = (`R2_u' - `R2_r')/(`n' - 1)