Dear Stata users,
Here is outputs of my ivreg and I found R-sqaured is just a dot.
Does anyone has anyidea what's going on with R-squared? Why is it a
dot? Thanks a lot.
First-stage regressions
-----------------------
Source | SS df MS Number of obs = 49
-------------+------------------------------ F( 3, 45) = 3.93
Model | 44.3052119 3 14.768404 Prob > F = 0.0142
Residual | 169.041727 45 3.75648282 R-squared = 0.2077
-------------+------------------------------ Adj R-squared = 0.1548
Total | 213.346939 48 4.44472789 Root MSE = 1.9382
------------------------------------------------------------------------------
delta_owners | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
delta_popu | 1.828507 2.814582 0.65 0.519 -3.840353 7.497367
band1 | 2.995165 1.044843 2.87 0.006 .8907443 5.099586
band2 | 1.427066 1.083586 1.32 0.195 -.7553881 3.609521
_cons | -5.24758 1.041323 -5.04 0.000 -7.344912 -3.150248
------------------------------------------------------------------------------
Instrumental variables (2SLS) regression Number of obs = 49
F( 2, 46) = 2.82
Prob > F = 0.0698
R-squared = .
Root MSE = 1.3132
------------------------------------------------------------------------------
| Robust
delta_form~s | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
delta_owners | .3706699 .1606181 2.31 0.026 .0473625 .6939774
delta_popu | .3773138 1.42278 0.27 0.792 -2.486594 3.241221
_cons | 1.228669 .5780194 2.13 0.039 .0651764 2.392162
------------------------------------------------------------------------------
Instrumented: delta_owners
Instruments: delta_popu band1 band2
Albert
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