I am doing a panel data regression with Driscoll-Kraay standard errors. Do my R-squared and adjusted R-squared stay the same when using Driscoll-Kraay standard errors?
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Sign up to join this communityI am doing a panel data regression with Driscoll-Kraay standard errors. Do my R-squared and adjusted R-squared stay the same when using Driscoll-Kraay standard errors?