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st: R2 after newey regression


From   Lindsay Towns <ltowns@ualberta.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: R2 after newey regression
Date   Tue, 3 Jan 2006 16:58:53 -0700

Dear Stata-Listers,

I conducted a newey west regression however it provides no information on the
goodness of fit of the model except F-ratio. Is there a way to obtain the other
information that is usually outputted with OLS regression (i.e., R2, adjusted,
SS, SM, etc)? I tried -fitstat- but the command does not work. I have stata
version 8.1. Thanks in advance for all your help.

Lindsay

-- 
Lindsay Towns
>M.Sc. Candidate
>Department of Biological Sciences
>CW405 Biological Sciences Building
>University of Alberta
>Edmonton, Alberta, Canada, T6G 2E9
>
>Office#: Z1112 Biological Science Bldg
>Phone: (780) 492-7599
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