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st: adjusted R2 after newey2
after having run the ado-file newey2, an IV estimation with Newey-West standard errors, I would love to assess the goodness of fit of my model.
Unfortnately, only a F-test is displayed.
I also know that - fitstat - does not work with this command.
Does anybody know of an alternative ?
All comments are appreciated.
Dipl.Vw. Justina A.V. Fischer,
SIAW - University of St. Gallen
CH-9000 St. Gallen
Fax: ++41-71-224 2298