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Re: st: query
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"
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.
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