Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: 3SLS simultaneous equation goodness of fit test

From   alfredo jimenez palmero <>
To   <>
Subject   st: 3SLS simultaneous equation goodness of fit test
Date   Mon, 26 Nov 2012 23:16:14 +0000

Dear Stata users,

I am planning to use a 3SLS simultaneous equation model, and I have read that R-squared is not a good indicator here. What kind of goodness of fit test can I use? In my preliminary models, I see I get a Chi2 coefficient, what is the test actually measuring here? what is the null hypothesis and, therefore, do I need a significant or not significant coefficient to prove that the model is good?
Thanks in advance!!
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index