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st: Kvalseth R-squared for 0-constant or noconstant


From   Bas de Goei <[email protected]>
To   [email protected]
Subject   st: Kvalseth R-squared for 0-constant or noconstant
Date   Fri, 24 Apr 2009 11:09:41 +0100

Hmm, my searches online have provided me with some insightful work by
Kvalseth (1985). Apparently, he has an alternative R-squared which
should work across models (including no constant or 0 constant
models).

It's specified by 1 - [(Y-XBhat) ' (Y-XBhat) / Y'Y - Ymean squared]

I could put it in myself, or is there already a user-written command
for this uniform R-squared?
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