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st: Goodness of fit statistic in 2SLS


From   Hema Swaminathan <hxs186@psu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Goodness of fit statistic in 2SLS
Date   Mon, 07 Oct 2002 08:52:56 -0400

Hi,

I have run a 2SLS model and I am getting a negative R squared. In this case is the F test (overall significance of the model) still a valid goodness of fit statistic? If not, I'd appreciate suggestions or references for other measures.

Thanks very much,

Hema

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