Tuesday, January 03, 2006

Re: st: R2 after newey regression

At 06:58 PM 1/3/2006, Lindsay Towns wrote: >Dear Stata-Listers, > >I conducted a newey west regression however it provides no information on the >goodness of fit of the model except F-ratio. Is there a way to >obtain the other >information that is usually outputted with OLS regression (i.e., R2, adjusted, >SS, SM, etc)? I tried -fitstat- but the command does not work. I have stata >version 8.1. Thanks in advance for all your help.

This doesn't answer your question - but I don't think there is any reason to be on Stata 8.1. 8.2 was the last version released, at least for Windows. Use -update all-.

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 FAX: (574)288-4373 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW (personal): http://www.nd.edu/~rwilliam WWW (department): http://www.nd.edu/~soc

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