Type
. eret li
is to see what is left in memory, or read [XT] xtpcse
on saved results.
That should indicate what scope there is calculating the
single-number figure of merit (portmanteau, omnibus
or factotum statistic) of your choice.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> [email protected]
> Sent: 13 April 2004 11:49
> To: [email protected]
> Subject: st: goodness of fit in xtpcse
>
>
>
> 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?
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