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st: xtabond and rsquare goodness of fit measure
I estimated a regression model using xtabond in stata. A referee wants us to
report a goodness of fit measure (e.g., rsquare or pseudo rsquare). I
checked the stata archives (using findit rsquare) but could not find
anything specific for xtabond. The closest was an faq by William Gould which
presents a procedure to compute pseudo Rsquare for probit.
Does anyone know of an equivalent way to compute a pseudo Rsquare for
I noticed that xtabond reports chi-squared statistics for the variables
present in the model. Does it make sense to compute a goodness of fit by
running two separate xtabond regressions using a full model and reduced
model and comparing the chi-squared statistics?
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