Wednesday, March 08, 2006

st: R squared for constrained regression

Dear Stata community,

As you know when you run a constrained regression, the output statistics does not include R squared. However, I do need at least some indication of it in order to compare my results with those from other studies using similar sort of constraints.

To sum up, is there any way to get indication of R squared for constrained regression (cnsreg command)

I'd very appreciate your help!

Vadim * * 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?