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

Author

Listed:
  • P. Wilner Jeanty

    (The Kinder Institute for Urban Research/Hobby Center for the Study of Texas, Rice University)

Programming Language

Stata

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.

Suggested Citation

  • P. Wilner Jeanty, 2010. "SPSEUDOR2: Stata module to calculate goodness-of-fit measures in spatial autoregressive models," Statistical Software Components S457208, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457208
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/spseudor2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/spseudor2.sthlp
    File Function: help file
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