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Re: st: cnsreg post estimation- Stata8

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: cnsreg post estimation- Stata8
Date   Tue, 28 Jun 2005 09:33:35 -0500

At 02:07 PM 6/28/2005 +0100, Vidya Mahambare wrote:
Could anyone suggest how I can obtain R2/adjusted R2 and other diagnostics after
-cnsreg- (constrained regression) in Stata8?
Incidentally, I don't know why cnsreg does not provide this information. Many/most/all? models you could estimate with cnsreg could be estimated with regular regression, e.g. you could add two variables together if you wanted to constrain their effects to be equal. Often Stata has very good reasons for doing things like this, but it doesn't always tell you what they are! Sometimes, too, it takes a conservative strategy, e.g. it might be that R^2 would be inappropriate with some constraints, ergo it chooses to never give you an R^2. I encountered something like that with the -ml- command, where Stata insisted on reporting a Wald chi-square when I used constraints even though I was confident that an LR chi-square was appropriate.

Anyway, if cnsreg is making it difficult for you to get things you want, you might try using regular regression instead. You just need to figure out how to impose the constraints, e.g. add 2 variables together if you want their effects constrained to be equal.

Richard Williams, Notre Dame Dept of Sociology
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