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st: RE: goodness of fit in xtpcse

From   "Nick Cox" <>
To   <>
Subject   st: RE: goodness of fit in xtpcse
Date   Tue, 13 Apr 2004 13:59:45 +0100


. eret li 

is to see what is left in memory, or read [XT] xtpcse
on saved results. 

That should indicate what scope there is calculating the 
single-number figure of merit (portmanteau, omnibus
or factotum statistic) of your choice. 


> -----Original Message-----
> From:
> []On Behalf Of
> Sent: 13 April 2004 11:49
> To:
> Subject: st: goodness of fit in xtpcse
> I am looking for a goodness of fit measure for pooled time 
> series models using
> xtpcse other than R^2. Unfortunately, Stata does not provide 
> log-likelihood
> values (for calculating BIC or AIC) nor "fitstat" works.
> Is there a way to get log-likelihood valus when using xtpcse?

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