Statalist


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

st: Validity of R Square with -nl- Regressions


From   "Matthias Flueckiger" <matthias.flueckiger@gmx.ch>
To   statalist@hsphsun2.harvard.edu
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

Matthias
-- 
Der GMX SmartSurfer hilft bis zu 70% Ihrer Onlinekosten zu sparen! 
Ideal für Modem und ISDN: http://www.gmx.net/de/go/smartsurfer
*
*   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