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st: RE: compare different GLS models


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: compare different GLS models
Date   Sun, 13 Jun 2010 16:44:36 +0100

-----Original Message-----
From: Nick Cox 
Sent: 13 June 2010 16:38
To: '[email protected]'
Subject: RE: compare different GLS models

http://www.stata.com/support/faqs/stat/rsquared.html

discusses various basic ideas that may be relevant. 

Nick 
[email protected] 

Mareike Hahr

I'm running a generalized least squares model on panel data. I was
wondering
how I compare the goodness of fit of different specifications of such
GLS
models?

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