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st: RE: Goodness of fit statistic in 2SLS


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Goodness of fit statistic in 2SLS
Date   Mon, 7 Oct 2002 14:15:03 +0100

Hema Swaminathan
> 
> 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.

See http://www.stata.com/support/faqs/stat/2sls.html

Nick 
n.j.cox@durham.ac.uk 
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