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Re: st: A simple question about R-squared


From   "David W. Harless" <dwharles@vcu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A simple question about R-squared
Date   Mon, 18 Sep 2006 09:56:41 -0400

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.
*****************************************************************

In all likelihood because the R-squared is negative. Re-run -ivreg- without the -robust- option and you should see that the Model sum-of-squares is negative. But this does not necessarily indicate a problem as the concept of R-squared is not well-suited to instrumental variable regression. Also see, the FAQ "How can I get an R-squared value when a Stata command does not supply one?" at
http://www.stata.com/support/faqs/stat/rsquared.html

Dave Harless
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