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help for spseudor2 
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Title

    spseudor2 --- Calculates goodness-of-fit measures in spatial
        autoregressive models

Syntax

    spseudor2, wmat(name)


Description

    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.

    In calculating the predicted values of the dependent variable, spseudor2
    takes into account the fact that the spatially lagged dependent variable
    is endogenous.

    N.B.:  spseudor2 is intended to work after ivregress and ivreg29 and
    requires at least Stata 10.1.

        Also, spseudor2 assumes that the spatially lagged dependent variable
        precedes all other endogenous variables, if any, and is the first
        variable of the listed right-hanside variables in the model.


Options

        +---------+
    ----+ Options +----------------------------------------------------------

    wmat(name) indicates the name of the spatial weights matrix used in the
    spatial autoregressive model estimation. The matrix must have been saved
    to a Mata file.


Saved Results

spseudor2 saves the following results in r():

Scalars        
   r(sqcorr)      The square of the correlation between the predicted and obser
> ved values of the dependent variable
   r(varRatio)    The ratio of the variance of the predicted value to the varia
> nce of the observed value of the dependent variable


Example

    . spseudor2, wmat(winvecon)

    Go to  http://stasacode.com for more examples as to how to add the
        calculated goodness-of-fit measures to estimation results for model
        comparison purposes.

 
Author

    P. Wilner Jeanty, Dept. of Agricultural, Environmental, and Development
    Economics,
    The Ohio State University

    Email to jeanty.1@osu.edu