Dear Stata-Listers,

after having run the ado-file newey2, an IV estimation with Newey-West standard errors, I would love to assess the goodness of fit of my model.
Unfortnately, only a F-test is displayed.
I also know that - fitstat - does not work with this command.

Does anybody know of an alternative ?

All comments are appreciated.

Yours sincerely,

Justina



Dipl.Vw. Justina A.V. Fischer,
Research Associate
SIAW - University of St. Gallen
Dufourstr. 48
CH-9000 St. Gallen
Tel.:++41-71-224 2345
Fax: ++41-71-224 2298
www.siaw.unisg.ch