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st: negative R-squared in gmm


From   "Jing Zhou" <jing.zhou@rmit.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: negative R-squared in gmm
Date   Sun, 25 Jul 2010 14:09:35 +1000

Dear All,

I am using "xtivreg2 dep indep (indep=iv) , fe gmm bw (1) robust" to my data. but the centered and uncertered R-squared are both negative. Could you please advise me whether this is acceptable. if not, what are the potential problems, and how can I refine my model? 

Many thanks!

Jing


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