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Re: st: adjusted R2 after newey2


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: adjusted R2 after newey2
Date   Wed, 10 Mar 2004 12:08:58 -0000

Justina,

The latest version of ivreg2 (2.0) will do IV regression with the 
Bartlett kernel (=Newey-West) and will report both the centered and 
uncentered R2.  It also saves the adjusted R2 in a macro.

--Mark

Subject:        	st: adjusted R2 after newey2
To:             	statalist@hsphsun2.harvard.edu
From:           	Justina.Fischer@unisg.ch
Date sent:      	Wed, 10 Mar 2004 12:59:36 +0100
Send reply to:  	statalist@hsphsun2.harvard.edu

> 
> 
> 
> 
> 
> Dear Stata-Listers,
> 
> 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.
> 
> Yours sincerely,
> 
> Justina
> 
> 
> 
> Dipl.Vw. Justina A.V. Fischer,
> Research Associate
> SIAW - University of St. Gallen
> Dufourstr. 48
> CH-9000 St. Gallen
> Tel.:++41-71-224 2345
> Fax: ++41-71-224 2298
> www.siaw.unisg.ch


Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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