You are referring below to a posting which never made it to the list, as
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text.
Nick
[email protected]
Erasmo Giambona
I posted a message a few days ago about the Adj-R2 with xtivreg2.
Following a suggestion of Nick Cox, I posted a code (and data) that
exactly replicates my commands.
I will try to reformulate my question with the hope that somebody can
provide some suggestions on how to interpret my output. Here it is: I
fit exactly the same model with xtreg and xtivreg2. R2 and Adj-R2 are
about 0.20 with xtreg. R2 and Adj-R2 are respectively about 0.20 and
0.02 with xtreg and xtivreg2. I am puzzled by the drop in the Adj-R2
in this latter case. My question is: could this drop by explained by
the poor properties of the Adj-R2 with IV regressions?
I would also be happy to pass my data and code to anybody who can
provide further insights.
On Wed, Mar 25, 2009 at 6:19 PM, Erasmo Giambona <[email protected]>
wrote:
> Here is the exact code I am using based on data (also attached) from
> help q_cross.
>
> Thanks,
>
> Erasmo
>
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