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st: RE: R2 after newey regression


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: R2 after newey regression
Date   Tue, 3 Jan 2006 19:21:06 -0600

-findit R2- points to


FAQ     . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared
        . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        9/03  How can I get an R-squared value when a Stata command
              does not supply one?
                http://www.stata.com/support/faqs/stat/rsquared.html


Hope this helps,
Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Lindsay Towns
> Sent: Tuesday, January 03, 2006 5:59 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: R2 after newey regression
> 
> 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
> 



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