Home Forums ASREG : Rolling window and Fama-MacBeth Regressions asreg average adjusted r squared

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  • Alysson Francisco
    Post count: 118

    I’m working with asreg command in Stata and I need the adjusted R squared. So I following your suggestion below, but now I can’t run the asreg command anymore. The second image shows the error. Can you help me with this?

    Attaullah Shah
    Post count: 69

    The error message shows that you have not loaded data in Stata. If the error is not related to data, then please type

    which asreg

    and send the output from that above code. Also, if you can please share your dataset for debugging the issue.

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