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| From | Jason R Franken <JR-Franken@wiu.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Q on reg3 output for model fit |
| Date | Sun, 10 Feb 2013 00:17:11 -0600 (CST) |
I'm running 3SLS using reg3 and get negative R-square (consistent with the explanation at http://www.stata.com/support/faqs/statistics/two-stage-least-squares/). As I understand, this can happen when the mean of the dependent variable is a better predictor than the model. However, the p-values of the chi-square statistic are significant. What if anything can I determine about model fit from the R-square and chi-square statistics in the output of reg3? Thank you in advance for any insight you can provide. Jason Franken Jason Franken Assistant Professor School of Agriculture Western Illinois University * * 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/