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: 3SLS simultaneous equation goodness of fit test
From
alfredo jimenez palmero <[email protected]>
To
<[email protected]>
Subject
st: 3SLS simultaneous equation goodness of fit test
Date
Mon, 26 Nov 2012 23:16:14 +0000
Dear Stata users,
I am planning to use a 3SLS simultaneous equation model, and I have read that R-squared is not a good indicator here. What kind of goodness of fit test can I use? In my preliminary models, I see I get a Chi2 coefficient, what is the test actually measuring here? what is the null hypothesis and, therefore, do I need a significant or not significant coefficient to prove that the model is good?
Thanks in advance!!
Alfredo
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/