I need help in stata analysis
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Description
Experience Level: Intermediate
I have cross-section time series data.I am running a Feasible GLS -xtgls- model with panel heteroskedasticity and panel-specific AR1 autocorrelation correlation.
My problem is that after I run the model, STATA does not provide measures of godness of fit for FGLS.Thus, how can I get Pseudo R2 or Log likelihood ration from Feasible generalized least square (XTGLS) regression model?
My problem is that after I run the model, STATA does not provide measures of godness of fit for FGLS.Thus, how can I get Pseudo R2 or Log likelihood ration from Feasible generalized least square (XTGLS) regression model?
Ihssan S.
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11 May 2024
United Kingdom
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