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Re: st: negative R-squared in gmm


From   Conor Hughes <cbhughes@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: negative R-squared in gmm
Date   Sun, 25 Jul 2010 05:37:39 -0500

- Conor

On Sat, Jul 24, 2010 at 11:09 PM, Jing Zhou <jing.zhou@rmit.edu.au> wrote:
>
> 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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--
Conor Hughes
Mathematics and Economics
University of Chicago 2011

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