Currently, I am estimating an econometric model with IVTOBIT in order to address some endogeneity problems. So, I got good outcomes and the estimator performs well. However, I have a doubt about the R2 or pseudo-R2 in the first stage of the estimations. Does anyone know how can I get those statistics? I attached my code for that purpose.
Code:
ivtobit lnexports lnPIB_reporter lndistance border language lnRER landlocked PTA ln_tariff (frequency_index_TOT frequency_index_TOT_PTA = frequency_index_others frequency_index_others_PTA), first ll(0) vce(cluster distance)
0 Response to ivtobit first stage R2
Post a Comment