Statalist


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

RE: st: RE: Adj-R2 becomes too low with XTIVREG2?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Adj-R2 becomes too low with XTIVREG2?
Date   Fri, 27 Mar 2009 13:44:16 -0000

You are referring below to a posting which never made it to the list, as
the archives show. Perhaps you tried to send an attachment or formatted
text. 

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

Erasmo Giambona


I posted a message a few days ago about the Adj-R2 with xtivreg2.
Following a suggestion of Nick Cox, I posted a code (and data) that
exactly replicates my commands.

I will try to reformulate my question with the hope that somebody can
provide some suggestions on how to interpret my output. Here it is: I
fit exactly the same model with xtreg and xtivreg2. R2 and Adj-R2 are
about 0.20 with xtreg. R2 and Adj-R2 are respectively about 0.20 and
0.02 with xtreg and xtivreg2. I am puzzled by the drop in the Adj-R2
in this latter case. My question is: could this drop by explained by
the poor properties of the Adj-R2 with IV regressions?

I would also be happy to pass my data and code to anybody who can
provide further insights.

On Wed, Mar 25, 2009 at 6:19 PM, Erasmo Giambona <e.giambona@gmail.com>
wrote:

> Here is the exact code I am using based on data (also attached) from
> help q_cross.
>
> Thanks,
>
> Erasmo
>

*
*   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