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| RE: access McElroy R2 [ Reply ] By: Arne Henningsen on 2019-11-03 13:18 | [forum:47111] |
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fitsur <- systemfit( ... ) summary( fitsur )$mcelroy.r.squared see documentation of summary.systemfit: mcelroy.r.squared McElroy's R^2 value for the system. |
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| access McElroy R2 [ Reply ] By: Stephen Clark on 2019-07-31 13:56 | [forum:46870] |
| Hello, I am performing a SUR in R. The summary command produces various system measures, one of which is the McElroy-R2. However I believe that I am unable to access this in the return values or via a function. How to access this statistic? Thanks. | |
