Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Newey2 R-squared

From   "Nick Cox" <>
To   <>
Subject   st: RE: Newey2 R-squared
Date   Mon, 14 Jul 2003 13:44:13 +0100

John A Karikari
> The Newey-West procedure for IV estimation of panel data 
> does not report
> the R-squared.  Please, how can I obtain the R-squared.  Thanks.

I note that there are many definitions of R-squared, or of beasts
supposedly of the same nature, and I would not want to say how far 
they agree in this case. 

However, one definition is presumably correlation between 
observed and predicted, squared. So generate predictions 
from your model and apply -correlate- or -regress-. 


*   For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index