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st: Q on reg3 output for model fit


From   Jason R Franken <JR-Franken@wiu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Q on reg3 output for model fit
Date   Sun, 10 Feb 2013 00:17:11 -0600 (CST)

I'm running 3SLS using reg3 and get negative R-square (consistent with the explanation at http://www.stata.com/support/faqs/statistics/two-stage-least-squares/).  As I understand, this can happen when the mean of the dependent variable is a better predictor than the model.  However, the p-values of the chi-square statistic are significant.  What if anything can I determine about model fit from the R-square and chi-square statistics in the output of reg3?

Thank you in advance for any insight you can provide.

Jason Franken


Jason Franken
Assistant Professor
School of Agriculture
Western Illinois University

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