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st: Goodness of fit of xtpcse

From   "Almutairi T." <>
To   "" <>
Subject   st: Goodness of fit of xtpcse
Date   Tue, 24 Jan 2012 00:17:47 +0000

Dear in Stata-list

I am looking for a goodness of fit measure for pooled time 
series models using xtpcse other than R^2. 

Unfortunately, Stata does not provide log-likelihood values (for calculating BIC or AIC), am I right? 

Is there a way to get log-likelihood valus when using xtpcse?



University of Southampton
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