Re: st: goodness-of-fit McElroy's R-squared for NLSUR
Date
Tue, 13 Mar 2012 16:11:29 -0500
At 02:56 PM 3/13/2012, Pedro Tiago Carvalho wrote:
Dear Miss or Mrs,
I would like to obtain the overall goodness-of-fit McElroy's R-squared for
the whole NLSUR model (with several equations) on STATA 11.
Can someone tell me how I can obtain it? How can I calculate it?
I'm trying to compute McElroy's R-squared from the program below
"r2reg3.ado":
"
clear all
use "C:\Users\Pedro\Desktop\r2reg3.dta", clear
nlsur (y1 = {a} + {b1}*x1+ {b2}*x3) (y2 = {a} + {b1}^x2+ {b3}*x4)
r2reg3
"
but gives the following error:
"
. r2reg3
equation() misspecified
r(303);
"
nlsur is not listed as one of the programs supported by r2reg3, so
you may be out of luck.
Also note that (1) you should give the source of user-written
programs -- r2reg3 is from SSC
(2) don't send attachments, such as data files, as they confuse some
email readers and get garbled in the archives. If you want to
publicly share some files, I find that Dropbox is excellent for such
purposes (and has many other advantages as well). See