DEVR2: Stata module to compute Cameron and Windmeijer's deviance based R-squared measure

Sam Brilleman ()
Additional contact information
Sam Brilleman: University of Bristol

Statistical Software Components from Boston College Department of Economics

Abstract: Calculates a deviance based R-squared measure for models estimated using the -glm- command. The measure is based on Cameron and Windmeijer (Journal of Econometrics, 1997).

Language: Stata
Requires: Stata version 11.1
Keywords: R-squared; glm; Cameron; Windmeijer; deviance (search for similar items in EconPapers)
Date: 2011-10-07, Revised 2011-10-15
Note: This module should be installed from within Stata by typing "ssc install devr2". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/devr2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/devr2.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457340

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().