Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: query


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: query
Date   Fri, 23 Feb 2007 12:47:11 +0100

Did you have a look at the FAQ before posting?
http://www.stata.com/support/faqs/stat/2sls.html explains the reasons why you can have missing or negative R-squared with -ivreg- and -reg3-, and I don't think SUR is much different.

P.S. I strongly recommend a more informative subject next time you post a question, like "negative R squared in SUR"

Nicola

At 02.33 23/02/2007 -0500, "Santiago Fernandez" wrote:
>I estimated a system of equations using the "seemingly unrelated equations
>(SUR)" method. The problem is that I get a negative R squared. I don=B4t kn
>ow how it can be possible, accounting for the definition of the R squared. =BF=
>How I can explain this fact? =BFWhich is the reason? =BFHow I can justify it?.
>Thank you for your time.
>
>Santiago Fernandez. Argentina. 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index