-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: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Lindsay Towns
> Sent: Tuesday, January 03, 2006 5:59 PM
> To: [email protected]
> 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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