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st: RE: PCSE

From   "Nick Cox" <>
To   <>
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.... 


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? 

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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