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st: goodness of fit in xtpcse


From   [email protected]
To   [email protected]
Subject   st: goodness of fit in xtpcse
Date   Tue, 13 Apr 2004 12:48:41 +0200

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) nor "fitstat" works.
Is there a way to get log-likelihood valus when using xtpcse?

Many thanks in advance.

Henriette
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