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st: RE: lack-of-fit-test (maxr2)


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: lack-of-fit-test (maxr2)
Date   Tue, 13 Apr 2004 13:56:22 +0100

As its help indicates, -maxr2- (STB-9; 1992; Richard 
Goldstein) is to be run after -fit-. Therefore 
run -fit-, not -regress-, before attempting to use this
command. 

-fit- is an out-of-date sibling of -regress-. That 
said, the one experiment I did indicates that -maxr2- 
is still usable given a prior -fit-. 

Nick 
n.j.cox@durham.ac.uk 

Michael Stobernack
 
> I tried to run the maxr2 subroutine in Stata SE 8.2 after the
> regress command in order to check lack-of-fit in a linear
> multiple regression as it is mentioned in
> Draper/Smith, Applied regression analysis.
> But unfortunately I got an error message:
> last estimates not found.
> I would be glad about any hint what to do?

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