Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: RE: Shea's R2 with xtivreg2
From
Erasmo Giambona <[email protected]>
To
[email protected]
Subject
Re: st: RE: Shea's R2 with xtivreg2
Date
Mon, 4 Oct 2010 00:12:49 +0200
Thanks very much. Very helpful. I was no aware of this new test.
Erasmo
On Sun, Oct 3, 2010 at 5:34 PM, Schaffer, Mark E <[email protected]> wrote:
> Erasmo,
>
>> -----Original Message-----
>> From: [email protected]
>> [mailto:[email protected]] On Behalf Of
>> Erasmo Giambona
>> Sent: 03 October 2010 15:32
>> To: statalist
>> Subject: st: Shea's R2 with xtivreg2
>>
>> Dear statalist,
>>
>> I am eastimating a model using xtivreg2 under Stata 10. I
>> noticed that the standard output no longer contains the
>> Shea's partial R2. Does anyone have any suggestion on how I
>> could make xtiver2 display it?
>
> Shea's partial R2 is saved in the matrix macro e(first). However,
> there's no good reason to use it now that Angrist & Pischke have worked
> out the "right" first-stage F statistic when there are multiple
> endogenous regressors. There is a discussion with references in the
> -ivreg2- help file. In a nutshell, unlike the Shea statistic, the A-P
> first-stage statistics have known distributions and hence are readily
> interpretable.
>
> Cheers,
> Mark
>
>>
>> Thanks,
>>
>> Erasmo
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
>
> --
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/