Tuesday, January 03, 2006

st: RE: R2 after newey regression

-findit R2- points to

FAQ . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 9/03 How can I get an R-squared value when a Stata command does not supply one? http://www.stata.com/support/faqs/stat/rsquared.html

Hope this helps, Scott

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Lindsay Towns > Sent: Tuesday, January 03, 2006 5:59 PM > To: statalist@hsphsun2.harvard.edu > Subject: 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 >

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