Panel data with one way fixed effect mm1 <- invforward ~ TOBINQ + inv + top3 + size + lev + cash + loss + lnage + cfo + sd + ic + factor(year) zzz <- plm(mm1,data=sample,model="within",index=c("stkcd")) same as xtreg i.year fe , without robust vcetype 用这种方法算出来$R^2$和Stata报告$R^