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st: RE: R2 after newey regression
In addition to other suggestions, I think
-fitstat- deserves a word in its defence.
The help for -fitstat- indicates very clearly
what commands it should work after, so the
bare report "does not work" maligns the program
unjustly when the error is all yours.
> I conducted a newey west regression however it provides no
> information on the
> goodness of fit of the model except F-ratio. Is there a way
> to obtain the other
> information that is usually outputted with OLS regression
> (i.e., R2, adjusted,
> SS, SM, etc)? I tried -fitstat- but the command does not
> work. I have stata
> version 8.1. Thanks in advance for all your help.
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