Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Pseudo Rsquared with IVPROBIT


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Pseudo Rsquared with IVPROBIT
Date   Thu, 19 Mar 2009 16:15:34 -0000

. search r-square , faq

leads to lots of at least partly relevant information and advice. I can't speak to any specifics for -ivprobit-. 

Nick 
n.j.cox@durham.ac.uk 

Sophia Rüster

With my dataset I wish to use the regression method IVPROBIT (probit model
with continuous endogenous regressor). The regression seems to work fine.
However, no goodness-of-fit indicator is reported. I wondered whether it
would be possible to calculate a pseudo-R² for example, whether this
technically is not feasible or whether this would make no sense from an
interpretational point of view.


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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