Hi All,
I know it has been discussed extensively here that there is always a good reason for Stata not to give R-squared for certain commands. But, the journal reviewer has asked me to report R-squared and change in R-squared after including my main predictors. I am using Heckman model, so I think it's not possible to do so. Is there a way to convince the reviewer that we cannot have what they asked for?
Here is the code I've used. `x' are my main predictors, `c' are the control variables, and z1 and z2 are the instruments.
I really appreciate your help
I know it has been discussed extensively here that there is always a good reason for Stata not to give R-squared for certain commands. But, the journal reviewer has asked me to report R-squared and change in R-squared after including my main predictors. I am using Heckman model, so I think it's not possible to do so. Is there a way to convince the reviewer that we cannot have what they asked for?
Here is the code I've used. `x' are my main predictors, `c' are the control variables, and z1 and z2 are the instruments.
Code:
heckman y `x' `c' , select(selected = `x' `c' z1 z2)