Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: calculating an R-square from -xtgls-


From   "Joseph McCrary" <joemccrary@attbi.com>
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: calculating an R-square from -xtgls-
Date   Sun, 25 Aug 2002 09:18:37 -0400

Is there a way to calculate an R-square statistic (or some other
statistic estimating the proportion of explained variance) after running
a panel data model in -xtgls- with a panel-specific AR1 &
heteroskedastic with cross-sectional correlation error structure
(corr(psar1) and panels(correlated) options)?

Thank you.

Joe


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index