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- Wed Dec 30, 2009 11:45 am
- Forum: Estimation
- Topic: why do I get negative Rsquared in SURE?
- Replies: 28
- Views: 37877
Re: why do I get negative Rsquared in SURE?
Dear all, I recently stumbled upon the same issue - negative Rsquared in SURE. I followed the advice here, and tested individual regressions for miss-specification using Ramsey`s test, and yes, they were not well specified. I did some changes, which have not altered my model interpretation and singl...