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Re: st: goodness-of-fit McElroy's R-squared for NLSUR

From   Richard Williams <[email protected]>
To   [email protected], <[email protected]>
Subject   Re: st: goodness-of-fit McElroy's R-squared for NLSUR
Date   Tue, 13 Mar 2012 16:11:29 -0500

At 02:56 PM 3/13/2012, Pedro Tiago Carvalho wrote:
Dear Miss or Mrs,

I would like to obtain the overall goodness-of-fit McElroy's R-squared for
the whole NLSUR model (with several equations) on STATA  11.
Can someone tell me how I can obtain it? How can I calculate it?

I'm trying to compute McElroy's R-squared from the program below

clear all
use "C:\Users\Pedro\Desktop\r2reg3.dta", clear
nlsur (y1 = {a} + {b1}*x1+ {b2}*x3) (y2 = {a} + {b1}^x2+ {b3}*x4)

 but gives the following error:

. r2reg3
equation() misspecified

nlsur is not listed as one of the programs supported by r2reg3, so you may be out of luck.

Also note that (1) you should give the source of user-written programs -- r2reg3 is from SSC (2) don't send attachments, such as data files, as they confuse some email readers and get garbled in the archives. If you want to publicly share some files, I find that Dropbox is excellent for such purposes (and has many other advantages as well). See

Richard Williams, Notre Dame Dept of Sociology
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