Re: st: A simple question about R-squared

 From Ronnie Babigumira To statalist@hsphsun2.harvard.edu Subject Re: st: A simple question about R-squared Date Mon, 18 Sep 2006 08:04:29 +0200

```Might this help

http://www.stata.com/support/faqs/stat/2sls.html

Albert Newton wrote:
```
```Dear Stata users,

Here is outputs of my ivreg and I found R-sqaured is just a dot.
Does anyone has anyidea what's going on with R-squared?  Why is it a
dot?  Thanks a lot.

First-stage regressions
-----------------------

Source |       SS       df       MS              Number of obs =      49
-------------+------------------------------           F(  3,    45) =    3.93
Model |  44.3052119     3   14.768404           Prob > F      =  0.0142
Residual |  169.041727    45  3.75648282           R-squared     =  0.2077
Total |  213.346939    48  4.44472789           Root MSE      =  1.9382

------------------------------------------------------------------------------
delta_owners |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
delta_popu |   1.828507   2.814582     0.65   0.519    -3.840353    7.497367
band1 |   2.995165   1.044843     2.87   0.006     .8907443    5.099586
band2 |   1.427066   1.083586     1.32   0.195    -.7553881    3.609521
_cons |   -5.24758   1.041323    -5.04   0.000    -7.344912   -3.150248
------------------------------------------------------------------------------

Instrumental variables (2SLS) regression               Number of obs =      49
F(  2,    46) =    2.82
Prob > F      =  0.0698
R-squared     =       .
Root MSE      =  1.3132

------------------------------------------------------------------------------
|               Robust
delta_form~s |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
delta_owners |   .3706699   .1606181     2.31   0.026     .0473625    .6939774
delta_popu |   .3773138    1.42278     0.27   0.792    -2.486594    3.241221
_cons |   1.228669   .5780194     2.13   0.039     .0651764    2.392162
------------------------------------------------------------------------------
Instrumented:  delta_owners
Instruments:   delta_popu band1 band2

Albert
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```
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```