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Re: st: A simple question about R-squared


From   Ronnie Babigumira <rb.glists@gmail.com>
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
 -------------+------------------------------           Adj R-squared =  0.1548
        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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