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st: xtivreg2: Negative centered r2 and uncentered r2


From   vikramfinavker <vikramfinavker@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg2: Negative centered r2 and uncentered r2
Date   Sat, 21 May 2011 05:22:38 -0700 (PDT)

Hi,

i am using xtivreg2 as i am having problem of endogeneity in my model. when
i got the results i find that centered r2 and uncentered r2 are negative. I
am confused here. Is it ok to have this sign negative or not?

My results are as follow;


FIXED EFFECTS ESTIMATION
------------------------
Number of groups =       182                    Obs per group: min =        
2
                                                               avg =      
4.5
                                                               max =       
10

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                      Number of obs =     
813
                                                      F( 28,   603) =    
5.76
                                                      Prob > F      =  
0.0000
Total (centered) SS     =  693.2261041                Centered R2   = 
-0.1497
Total (uncentered) SS   =  693.2261041                Uncentered R2 = 
-0.1497
Residual SS             =  797.0175439                Root MSE      =   
1.124


Please advise me.

Thanks.

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