This is an FAQ. Here is some possible reading on this and related
questions.
FAQ . . . . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M. Mouse
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
FAQ . . . . . . . . . . . . . . . . . . . . . . . . . R-square after xtgls
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. McDowell
4/03 Why does xtgls not report an R-square statistic?
http://www.stata.com/support/faqs/stat/xtgls2.html
FAQ . . . . . . . . . . . . . . . . . . . . Missing R-squared for 2SLS/IV
. . . . . . . . . . . . . . . . W. Sribney, V. Wiggins and D. Drukker
1/03 For two-stage least-squares (2SLS/IV/ivreg) estimates, why
is the R-squared statistic not printed in some cases?
For two-stage least-squares (2SLS/IV/ivreg) estimates, why
is the Model Sum of Squares sometimes negative?
For two-stage least-squares (3SLS/IV/ivreg) estimates, why
are the R-squared and Model Sum of Squares sometimes
negative?
http://www.stata.com/support/faqs/stat/2sls.html
FAQ . . . . . . . . . . . . . . . . . . . . Pseudo R-squared for xtprobit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould
10/01 How can I calculate the pseudo R-squared for xtprobit?
http://www.stata.com/support/faqs/stat/xtprobit.html
FAQ . . . . . . . . . . . . . . . . . . . . . . . . . Pseudo-R^2 for tobit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Sribney
6/97 Why is the pseudo-R^2 for tobit negative or greater
than 1?
http://www.stata.com/support/faqs/stat/pseudor2.html
FAQ . . . . . . . . . . . . . . . . . . R-squared: areg versus xtreg, fe
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould
9/96 Why isn't the calculation of R2 the same for areg
and xtreg, fe?
http://www.stata.com/support/faqs/stat/xtr2.html
Nick
[email protected]
Vadim Grinevich
> 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)
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
