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st: RE: ivreg2
Marta,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: 22 August 2007 18:09
> To: [email protected]
> Subject: st: ivreg2
>
> I'm using ivreg2 command. It doesn't report an ANOVA table
> and, instead, it reports uncentered and centered TSS and
> r-squared. Why does it report uncentered TSS and r-squared if
> I'm including a constant in my regression and, therefore,
> centered TSS and r-squared are valid? Why does it report both?
>
> Thanks a lot in advance.
>
> Marta.
It reports both because sometimes people want the centered R-sq and
sometimes they want the uncentered R-sq. Seemed the easiest way to
program it and still give users statistics they might find useful.
Cheers,
Mark (co-author of ivreg2 along with Kit Baum and Steve Stillman)
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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