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How to get Rw2 from
Posted: Thu Nov 19, 2015 2:14 pm
by Rae
Hi, to get the Rsquared statistic from a ols regression output, you use the @r2 command.
What is the command to get the Rw2 statistic, which is a better measure of fit than R2, from a robust regression output?
Re: How to get Rw2 from
Posted: Thu Nov 19, 2015 2:32 pm
by EViews Gareth
It currently isn't possible other than by freezing the equation output into a table and extracting that value from the table.
Re: How to get Rw2 from
Posted: Thu Nov 19, 2015 3:57 pm
by Rae
I am writing out a program to get the highest fit, by taking out observations that lower the Rw2. It could be done if we had the code, used to calculate Rw2 in the robust regression output, because using the formula from the definition for Rw2, seems complicated :D
Thank you.