Tuesday, January 03, 2006

Re: st: R2 after newey regression

Lindsay,

-ivreg2- will do regressions with Newey-West standard errors, and report both centered and uncentered R-sqs.

Cheers, Mark

> 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. > > Lindsay > > -- > Lindsay Towns >>M.Sc. Candidate >>Department of Biological Sciences >>CW405 Biological Sciences Building >>University of Alberta >>Edmonton, Alberta, Canada, T6G 2E9 >> >>Office#: Z1112 Biological Science Bldg >>Phone: (780) 492-7599 > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ >

Prof. Mark Schaffer Director, CERT Department of Economics School of Management & Languages Heriot-Watt University, Edinburgh EH14 4AS tel +44-131-451-3494 / fax +44-131-451-3294 email: m.e.schaffer@hw.ac.uk web: http://www.sml.hw.ac.uk/ecomes

__________________________________________________________________

DISCLAIMER:

This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm __________________________________________________________________

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


Tag:


Links to this post:

Create a Link



<< Home

This page is powered by Blogger. Isn't yours?