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| From | Laura L Palacios <llpalacios@eiu.edu> |
| To | "." <statalist@hsphsun2.harvard.edu> |
| Subject | st: goodness-of-fit SUR models |
| Date | Thu, 21 Oct 2010 12:55:25 -0500 (CDT) |
Hi 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? Thanks Laura * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/