Lindsay,
-ivreg2- will do regressions with Newey-West standard errors, and report
both centered and uncentered R-sqs.
Cheers,
Mark
> Dear Stata-Listers,
>
> I conducted a newey west regression however it provides no information on
> the
> goodness of fit of the model except F-ratio. Is there a way to obtain the
> other
> information that is usually outputted with OLS regression (i.e., R2,
> adjusted,
> SS, SM, etc)? I tried -fitstat- but the command does not work. I have
> stata
> version 8.1. Thanks in advance for all your help.
>
> Lindsay
>
> --
> Lindsay Towns
>>M.Sc. Candidate
>>Department of Biological Sciences
>>CW405 Biological Sciences Building
>>University of Alberta
>>Edmonton, Alberta, Canada, T6G 2E9
>>
>>Office#: Z1112 Biological Science Bldg
>>Phone: (780) 492-7599
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
__________________________________________________________________
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*
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