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st: goodness-of-fit SUR models

From   Laura L Palacios <[email protected]>
To   "." <[email protected]>
Subject   st: goodness-of-fit SUR models
Date   Thu, 21 Oct 2010 12:55:25 -0500 (CDT)


I am running a SUR model (with two equations) on STATA 10.0. I obtain the R-squared for each equation but I would like to obtain an overall goodness-of-fit for the whole model. Can someone tell me how I can obtain that value? I've heard about McElroy's R-squared, but how can I calculate it?


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