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st: calculating an R-square from -xtgls-

From   "Joseph McCrary" <[email protected]>
To   "Statalist" <[email protected]>
Subject   st: calculating an R-square from -xtgls-
Date   Sun, 25 Aug 2002 09:18:37 -0400

Is there a way to calculate an R-square statistic (or some other
statistic estimating the proportion of explained variance) after running
a panel data model in -xtgls- with a panel-specific AR1 &
heteroskedastic with cross-sectional correlation error structure
(corr(psar1) and panels(correlated) options)?

Thank you.


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