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Re: st: RE: Goodness of fit statistic in 2SLS


From   Hema Swaminathan <hxs186@psu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Goodness of fit statistic in 2SLS
Date   Mon, 07 Oct 2002 11:22:21 -0400

Thanks Nick!

At 02:15 PM 10/7/2002 +0100, you wrote:
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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