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Negative R-aquared using TSLS

Posted: Fri Jul 04, 2014 6:29 am

by ADNL

Hi there,

I am running some regressions using TSLS, but I am getting a negative R-squared. What does this mean and is this oke?

Thanks in advance!

Re: Negative R-aquared using TSLS

Posted: Fri Jul 04, 2014 9:25 pm

by startz

It means the fit is worse than just using a constant. It's perfectly ok.

Re: Negative R-aquared using TSLS

Posted: Thu Jul 10, 2014 5:57 am

by ADNL

Thank you very much!