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

st: RE: goodness of fit in xtpcse

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: goodness of fit in xtpcse
Date   Tue, 13 Apr 2004 13:59:45 +0100


. eret li 

is to see what is left in memory, or read [XT] xtpcse
on saved results. 

That should indicate what scope there is calculating the 
single-number figure of merit (portmanteau, omnibus
or factotum statistic) of your choice. 

[email protected] 

> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> [email protected]
> Sent: 13 April 2004 11:49
> To: [email protected]
> Subject: st: goodness of fit in xtpcse
> I am looking for a goodness of fit measure for pooled time 
> series models using
> xtpcse other than R^2. Unfortunately, Stata does not provide 
> log-likelihood
> values (for calculating BIC or AIC) nor "fitstat" works.
> Is there a way to get log-likelihood valus when using xtpcse?

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index