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st: Negative R-squareds using xtivreg2


From   Rüdiger Vollmeier <ruediger.vollmeier@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Negative R-squareds using xtivreg2
Date   Sun, 25 Mar 2012 12:38:50 +0200

Hi guys,

I am running an IV regression accounting for country fixed effects
using the -xtivreg2- command. Stata reports R-squares. However, they
are surprisingly negative(!). Does anybody know why this is the
case?!?

Should they be adjusted somehow? Is the fact that my dependent
variable is binary problematic?

Best Ruediger.
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