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Re: st: Negative R-squareds using xtivreg2


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Negative R-squareds using xtivreg2
Date   Sun, 25 Mar 2012 11:53:52 +0100

Away from plain or vanilla regression, there are numerous different
definitions of R-squared that need not give the same numeric answer.
The help documents the flavo[u]rs reported and their different
definitions. R-sq < 0 usually implies a lousy model in some sense;
such results rarely make it to the literature.

If your dependent variable is binary, it is not clear why you think
this is a good command to use.

Nick

2012/3/25 Rüdiger Vollmeier <[email protected]>:

> I am running an IV regression accounting for country fixed effects
> using the -xtivreg2- command. Stata reports R-squares. However, they
> are surprisingly negative(!). Does anybody know why this is the
> case?!?
>
> Should they be adjusted somehow? Is the fact that my dependent
> variable is binary problematic?

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