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st: RE: PCSE
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
st: RE: PCSE
Date
Fri, 9 Apr 2010 10:06:29 +0100
-rvfplot2- from the -modeldiag- package is more forgiving than official -rvfplot-. I've not tested it with -xtpcse- it is that you used, but it may help.
Install from the SJ archives. That is, -search modeldiag- in an updated Stata and get the files for gr0009_1 as below.
SJ-10-1 gr0009_1 . . . . Software update for model diagnostic graph commands
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
(help anovaplot, indexplot, modeldiag, ofrtplot, ovfplot,
qfrplot, racplot, rdplot, regplot, rhetplot, rvfplot2,
rvlrplot, rvpplot2 if installed)
Q1/10 SJ 10(1):164
provides new command rbinplot for plotting means or medians
of residuals by bins; provides new options for smoothing
using restricted cubic splines; updates anova examples
On adjusted R-square, what would be the adjustment? These single-number figures of merit are usually not much use anyway....
Nick
[email protected]
dan sobovitz
I would very much appreciate some assistance on panel-correlated standard errors PCSE regression.
Is there a reason that when running a PCSE regression I only get the R squared and not the adjusted R squared?
And
also, is there a way to get the RVF plot afterwords? The regular
command (rvfplot which I use after reg doesn't seem to work now that I
use xtpcse).
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