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st: RE: goodness of fit in xtpcse


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: goodness of fit in xtpcse
Date   Tue, 13 Apr 2004 13:59:45 +0100

Type 

. 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. 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of
> hengelha@oeaw.ac.at
> Sent: 13 April 2004 11:49
> To: statalist@hsphsun2.harvard.edu
> 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?

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