Re: [Gretl-users] Dúvida Gretl ( Gretl Doubt)
On Wed, 3 Aug 2011, Rodrigo Otávio Veiga de Miranda wrote:
I am an user of GRETL (1.9.5cvs) to adjust simultaneous equations
systems with the two stages least squares method (TSLS). By
observing the program output, I noticed that the statistics "R²"
and "R² adj." are only calculated for the first equation of the
system.
Hmm, I'm not seeing that here. If I estimate a system using tsls I
get an R-squared printed for each equation. If you're seeing
something different you'll have to give some more detail so we can
replicate the problem.
Allin Cottrell