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st: goodness-of-fit SUR models
From
Laura L Palacios <[email protected]>
To
"." <[email protected]>
Subject
st: goodness-of-fit SUR models
Date
Thu, 21 Oct 2010 12:55:25 -0500 (CDT)
Hi
I am running a SUR model (with two equations) on STATA 10.0. I obtain the R-squared for each equation but I would like to obtain an overall goodness-of-fit for the whole model. Can someone tell me how I can obtain that value? I've heard about McElroy's R-squared, but how can I calculate it?
Thanks
Laura
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