. search r-square , faq
leads to lots of at least partly relevant information and advice. I can't speak to any specifics for -ivprobit-.
Nick
[email protected]
Sophia Rüster
With my dataset I wish to use the regression method IVPROBIT (probit model
with continuous endogenous regressor). The regression seems to work fine.
However, no goodness-of-fit indicator is reported. I wondered whether it
would be possible to calculate a pseudo-R² for example, whether this
technically is not feasible or whether this would make no sense from an
interpretational point of view.
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