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st: R squared for constrained regression


From   Vadim Grinevich <v.grinevich@jbs.cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: R squared for constrained regression
Date   08 Mar 2006 19:21:18 +0000

Dear Stata community,

As you know when you run a constrained regression, the output statistics does not include R squared. However, I do need at least some indication of it in order to compare my results with those from other studies using similar sort of constraints.

To sum up, is there any way to get indication of R squared for constrained regression (cnsreg command)

I'd very appreciate your help!

Vadim
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