*! version 1.1 13 July 1992   (STB-9: srd13)
program define maxr2
        version 3.0
        if "$S_E_cmd"!="fit" { error 301 }
         local sse=_result(4)
         local tss=_result(2)+`sse'
         local rsq=_result(7)
         local dfn=_result(3)
         local dfd=_result(5)
         local enn=_result(1)
        parse "$S_E_vl", parse(" ")
        local lhs "`1'"
        mac shift
        local rhs "`*'"
    if "$S_E_if" !="" | "$S_E_in" !="" {
         qui keep $S_E_if $S_E_in
    }
    qui keep if $S_E_depv!=.
    while "`1'"!="" {
         qui keep if `1'!=.
         mac shift
    }
         sort `rhs'
         qui by `rhs': gen double ydouble=sum(`lhs')/_N
         qui by `rhs': replace ydouble=ydouble[_N]
         qui by `rhs': gen int num=_n
         qui by `rhs': gen int num2=num if _n==_N-1
         qui gen int dfs2=sum(num2)
         qui su dfs2
         local dfsd=_result(6)
         local dfsn=`dfd'-`dfsd'
         qui fpredict double yhold
         qui gen double resid2=yhold-ydouble
         qui gen double resid4=resid2^2
         qui gen double sse4=sum(resid4)
         qui su sse4
         local loferr=_result(6)
         local purerr=`sse'-`loferr'
         local maxr2=(`tss'-`purerr')/`tss'
         noi di "max R-square      = " %5.4f `maxr2'
         noi di "relative R-square = " %5.4f `rsq'/`maxr2'
         local rsqnew=`rsq'/`maxr2'
#del ;
         noi di "Rel. Adj. R-square= " %5.4f
1-((1-`rsqnew')*((`enn'-1)/(`enn'-(`dfn'+1)))) ;
#del cr
         noi di ""
         local msl=`loferr'/`dfsn'
         local se2=`purerr'/(`dfd'-`dfsn')
         local loff=`msl'/`se2'
noi di "SSLF (df) = " `loferr' _skip(1) "(" `dfsn' ") MSLF = " `msl'
noi di "SSPE (df) = " `purerr' _skip(1) "(" `dfd'-`dfsn' ") MSPE = " `se2'
noi di ""
#del ;
noi di "F (dfn, dfd) for lack-of-fit test (MSLF/MSPE) = "%9.4f `loff' _skip(1)
"(" `dfsn' "," `dfsd' ")" ;
noi di "                                     prob > F = " %9.4f
fprob(`dfsn',`dfsd',`loff') ;
#del cr
         qui gen numk=sum(num2)
         noi di ""
         noi di "number of covariate patterns = " `enn'-numk[_N]
         noi di  " as ratio of observations: " %5.3f (`enn'-numk[_N])/`enn'
    qui us $S_FN, replace
end