[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: Newey2 R-squared
John A Karikari
> The Newey-West procedure for IV estimation of panel data
> does not report
> the R-squared. Please, how can I obtain the R-squared. Thanks.
I note that there are many definitions of R-squared, or of beasts
supposedly of the same nature, and I would not want to say how far
they agree in this case.
However, one definition is presumably correlation between
observed and predicted, squared. So generate predictions
from your model and apply -correlate- or -regress-.
* For searches and help try: