[R] Lm.fit extracting r-squared

From: jhn_nolan <john.nolan26_at_mail.dcu.ie>
Date: Thu, 14 Apr 2011 04:14:25 -0700 (PDT)

Dear list,

I am running a fama macbeth regression using the lm.fit function and am having problems extracting the rsquareds from each of the cross sectional regressions (second stage) I have estimated.

I can obtain the coefficients using cfit = lm.fit(t(bhat[-1,]), t(q))$coefficients
However I am unsure how (or if I even can) obtain the rsquareds for each regression.

Thanks in advance,

View this message in context: http://r.789695.n4.nabble.com/Lm-fit-extracting-r-squared-tp3449343p3449343.html
Sent from the R help mailing list archive at Nabble.com.

R-help_at_r-project.org mailing list
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Thu 14 Apr 2011 - 15:41:21 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 14 Apr 2011 - 15:50:32 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive