Wild Bootstrap in Stata 18 - R-squared or Alternative Measures?

[Raquel Guimaraes]

Hi all,

I’m using the Wild Bootstrap command in Stata 18 to correct my standard errors, but I’ve noticed it doesn’t provide a model fit measure like R-squared. I do see that AIC and BIC are available with the estat ic command, though.

Is there a way to calculate R-squared when using Wild Bootstrap, or would it be best to rely on AIC and BIC for model fit assessment in this case?

Thanks in advance for your help!

Best,

Raquel

[Felix Bittmann]

Bootstrapping does not affect the R2 estimation. You can report the value from the regular regress command.