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st: RE: ivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ivreg2
Date   Wed, 22 Aug 2007 18:34:58 +0100

Marta,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> M.Sanchez-Sache@lse.ac.uk
> Sent: 22 August 2007 18:09
> To: statalist@hsphsun2.harvard.edu
> Subject: st: ivreg2 
> 
> I'm using ivreg2 command. It doesn't report an ANOVA table 
> and, instead, it reports uncentered and centered TSS and 
> r-squared. Why does it report uncentered TSS and r-squared if 
> I'm including a constant in my regression and, therefore, 
> centered TSS and r-squared are valid? Why does it report both?
> 
> Thanks a lot in advance.
> 
> Marta.

It reports both because sometimes people want the centered R-sq and
sometimes they want the uncentered R-sq.  Seemed the easiest way to
program it and still give users statistics they might find useful.

Cheers,
Mark (co-author of ivreg2 along with Kit Baum and Steve Stillman)

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes


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