二阶段回归中R-sq 不显示影响整体的结果吗

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在做二阶段回归的时候，发现R方不显示，这是否有影响方程的结果。同个模型做三阶段回归，"R-sq"显示为负，是否影响方程结果。http://www.stata.com/support/faqs/statistics/two-stage-least-squares/，这个链接里有讲到为什么R方不显示及R方为什么负，但是我主要是不明白，如果出现这种情况，是可以忽略呢？还是要对模型进行调整使R方为正。望高手指点一二，万分感激。

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关键词：不显示 Statistics statistic Support Squares 影响

两阶段最小二乘法可以忽略可决系数的分析
What does it mean when RSS is greater than TSS? Does this mean our parameter estimates are no good? Not really. You can easily develop simulations where the parameter estimates from two-stage are quite good while the MSS is negative. Remember why we fit two-stage models. We are interested in the parameters of the structural equation—the elasticity of demand, the marginal propensity to consume, etc. If our two-stage model produces estimates of these parameters with acceptable standard errors, we should be happy—regardless of MSS or R2. If we were interested strictly in projections of the dependent variable, we should probably consider the reduced form of the model.

两阶段最小二乘法可以忽略可决系数的分析
What does it mean when RSS is greater than TSS? Does this mean our parameter estimates are no good? Not really. You can easily develop simulations where the parameter estimates from two-stage are quite good while the MSS is negative. Remember why we fit two-stage models. We are interested in the parameters of the structural equation—the elasticity of demand, the marginal propensity to consume, etc. If our two-stage model produces estimates of these parameters with acceptable standard errors, we should be happy—regardless of MSS or R2. If we were interested strictly in projections of the dependent variable, we should probably consider the reduced form of the model.