Tuesday, January 03, 2006

st: R2 after newey regression

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/


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