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st: Validity of R Square with -nl- Regressions

From   "Matthias Flueckiger" <>
Subject   st: Validity of R Square with -nl- Regressions
Date   Fri, 20 Jun 2008 10:32:34 +0200

Hello everyone

I'm estimating a function by the -nl- method. The estimates  I get for the coefficients seem ok. The same as when I use MATLAB. But concerning the R square reported I have my doubts. They are always extremly high (>0.99). But when plotting the fitted function against the real data, the match does not seem very good (at least not as good as the R square suggests). 

My questions are therefore:
- is the  r square really the appropriate measure for the fit  for -nl- regressions? If yes is there an explanation why it is so high (compared when plotting the curves)
- how does Stata calculate the r square, and is there a way I can calculate it 'manually'? (Is it the same formula as with linear regressions? Probably not...)

Any help would be greatly appreciated

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