st: calculating an R-square from -xtgls-

["Joseph McCrary" <joemccrary@attbi.com>]

Is there a way to calculate an R-square statistic (or some other
statistic estimating the proportion of explained variance) after running
a panel data model in -xtgls- with a panel-specific AR1 &
heteroskedastic with cross-sectional correlation error structure
(corr(psar1) and panels(correlated) options)?

Thank you.

Joe


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/