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JanDitzen / xtdcce2

Estimating Dynamic Common Correlated Effects Models in Stata
https://janditzen.github.io/xtdcce2/
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RSS MSS #3

Closed timothy2799 closed 5 years ago

timothy2799 commented 5 years ago

First thank you for the codes. I checked and compared the outputs of RSS (residual sum of squares), MSS (model sum of squares) and R-squared. There may be something wrong. The formula seems to be R-sq = rss / (rss+mss) . I think either the R-sq formula is wrong, or the names assigned to rss and mss have been mixed up. Thank you very much!

JanDitzen commented 5 years ago

Dear Timothy, indeed, the name assigned to RSS and MSS have been mixed up. It is corrected in version 1.35. Thank you very much for finding this bug.