There is probably much of relevance here.
FAQ . . . . . . . . . . . . . . . . . . . . . . . Do-it-yourself R-squared
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
9/03 How can I get an R-squared value when a Stata command
does not supply one?
http://www.stata.com/support/faqs/stat/rsquared.html
FAQ . . . . . . . . . . . . . . . . . . . . . . . . . R-square after xtgls
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. McDowell
4/03 Why does xtgls not report an R-square statistic?
http://www.stata.com/support/faqs/stat/xtgls2.html
FAQ . . . . . . . . . . . . . . . . . . . . Missing R-squared for 2SLS/IV
. . . . . . . . . . . . . . . . W. Sribney, V. Wiggins and D. Drukker
1/03 For two-stage least-squares (2SLS/IV/ivreg) estimates, why
is the R-squared statistic not printed in some cases?
For two-stage least-squares (2SLS/IV/ivreg) estimates, why
is the Model Sum of Squares sometimes negative?
For two-stage least-squares (3SLS/IV/ivreg) estimates, why
are the R-squared and Model Sum of Squares sometimes
negative?
http://www.stata.com/support/faqs/stat/2sls.html
FAQ . . . . . . . . . . . . . . . . . . . . Pseudo R-squared for xtprobit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould
10/01 How can I calculate the pseudo R-squared for xtprobit?
http://www.stata.com/support/faqs/stat/xtprobit.html
FAQ . . . . . . . . . . . . . . . . . . . . . . . . . Pseudo-R^2 for tobit
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Sribney
6/97 Why is the pseudo-R^2 for tobit negative or greater
than 1?
http://www.stata.com/support/faqs/stat/pseudor2.html
FAQ . . . . . . . . . . . . . . . . . . R-squared: areg versus xtreg, fe
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. Gould
9/96 Why isn't the calculation of R2 the same for areg
and xtreg, fe?
http://www.stata.com/support/faqs/stat/xtr2.html
Nick
[email protected]
[email protected]
> how could I calculate r squared with xtabond2 command?
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