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st: RE: Squared correlation


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Squared correlation
Date   Fri, 10 Sep 2004 17:45:26 +0100

Looking in the author's very clear code makes 
it evident that your guess is correct. 
It is the square of the correlation between 
observed and predicted. 

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

Roberto Ezcurra

> I am working with "spatreg" to 
> estimate a spatial 
> lag model by maximum likelihood. In the output window appears 
> the "squared 
> corr.". I would like to know what it is. Is it maybe related 
> to the R2?

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