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]
st: xtivreg2: Negative centered r2 and uncentered r2
From
vikramfinavker <[email protected]>
To
[email protected]
Subject
st: xtivreg2: Negative centered r2 and uncentered r2
Date
Sat, 21 May 2011 05:22:38 -0700 (PDT)
Hi,
i am using xtivreg2 as i am having problem of endogeneity in my model. when
i got the results i find that centered r2 and uncentered r2 are negative. I
am confused here. Is it ok to have this sign negative or not?
My results are as follow;
FIXED EFFECTS ESTIMATION
------------------------
Number of groups = 182 Obs per group: min =
2
avg =
4.5
max =
10
IV (2SLS) estimation
--------------------
Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
Number of obs =
813
F( 28, 603) =
5.76
Prob > F =
0.0000
Total (centered) SS = 693.2261041 Centered R2 =
-0.1497
Total (uncentered) SS = 693.2261041 Uncentered R2 =
-0.1497
Residual SS = 797.0175439 Root MSE =
1.124
Please advise me.
Thanks.
--
View this message in context: http://statalist.1588530.n2.nabble.com/xtivreg2-Negative-centered-r2-and-uncentered-r2-tp6389314p6389314.html
Sent from the Statalist mailing list archive at Nabble.com.
*
* 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/