R-squared after newey

[Stan Peterburgsky]

Good evening,

Is there a way to get R-squared after newey without having to run an additional regress? I have to run lots of regressions, and would prefer not to have to run twice as many.

Thank you,
Stan

[Joao Santos Silva]

Dear Stan Peterburgsky

If you really need the R2, you can just use ivreg2 with the options bw(auto) robust.

Best wishes,

Joao

[Bruce Weaver]

Stan, note that -ivreg2- is not an official Stata command.

ssc describe ivreg2

[Stan Peterburgsky]

Thank you very much! Its exactly what I needed.