I don't have specific answers to this question,
but there is some generic handwaving on R-sq at
http://www.stata.com/support/faqs/stat/rsquared.html
After that was posted, there was a Statalist thread on R-square
with many extra pieces of advice. (Some were: Don't
take R-sq too seriously.)
Nick
[email protected]
Jun Xu
>
> Again, related to the heckprob (Heckman probit selection) command,
>
> 3. Again, how to get a scalar measure of the heckprob model
> (like R-square).
> I posted this question days ago. The real problem is that,
> for example, if I
> want to use McFadden's R2, what's the null model (the null
> model with two
> intercepts only for both the main and selection equations
> will not be
> estimated, or shoudl I use the null model when the
> selection process is
> fully specified, while only have an intercept for the main
> model?).
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