SPSEUDOR2: Stata module to calculate goodness-of-fit measures in spatial autoregressive models

P. Wilner Jeanty ()

Statistical Software Components from Boston College Department of Economics

Abstract: spseudor2 calculates two so-called pseudo R2 measures to assess goodness of fit in spatial autoregressive models estimated by spatial two stage least squares or spatial GMM. The first measure is computed as the square of the correlation between the predicted and observed values of the dependent variable. The other one is calculated as the ratio of the variance of the predicted values to the variance of the observed values of the dependent variable.

Language: Stata
Requires: Stata version 10.1
Keywords: R-squared; goodness of fit; spatial autoregression; 2SLS; GMM (search for similar items in EconPapers)
Date: 2010-12-01
Note: This module should be installed from within Stata by typing "ssc install spseudor2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/spseudor2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/spseudor2.sthlp help file (text/plain)

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