Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: R-squared in SUR (Seemingly-Unrelated Regressions)

From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: R-squared in SUR (Seemingly-Unrelated Regressions)
Date   Thu, 14 Oct 2010 18:36:40 +0100

The manual entry for -sureg- (if that's what you are talking about) says this:

"The R-squared reported is the percent of variance explained by the predictors. It may be used for descriptive purposes, but R-squared is not a well-defined concept when GLS is used."

Fixing a dubious quantity is thus implied to be a dubious activity. 

[email protected] 

Khoi Dinh To

I ran SUR (seemingly-unrelated regressions) in Stata.  I got R-squared's in the output.  Are these R-squared's already "adjusted"?  Or do I need to calculate adjusted R-squared's myself?

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index