Re: st: R2 after newey regression

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 06:58 PM 1/3/2006, Lindsay Towns wrote:
> 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.
This doesn't answer your question - but I don't think there is any 
reason to be on Stata 8.1.  8.2 was the last version released, at 
least for Windows.  Use -update all-.


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Richard Williams, Notre Dame Dept of Sociology
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