Search found 2 matches
- Tue Feb 22, 2011 5:34 am
- Forum: Estimation
- Topic: Different R-sq in Eviews and STATA.
- Replies: 1
- Views: 4111
Re: Different R-sq in Eviews and STATA.
Right, I managed to figure out what is going on so I'm posting it here FYI. The formula for R-sq is derived from SStotal=SSerror+SSregression. R2=1-SSerror/SStotal=(SStotal - SSerror)/SStotal=SSregression/SStotal where SS is the sum of squares. STATA uses formula: R2=SSregression/SStotal SSregressio...
- Mon Feb 21, 2011 9:57 am
- Forum: Estimation
- Topic: Different R-sq in Eviews and STATA.
- Replies: 1
- Views: 4111
Different R-sq in Eviews and STATA.
Dear All, I am running a simple OLS regression in STATA and EViews. lnY=a+blnX+cZ+e I obtain exactly the same results. However, when I run the equation without a constant, I get different R-sq and adjusted R-sq in EViews than in STATA. The R-sq in EViews (for a model without a constant) is v.low and...