求助各位大神们,我用stata做事件研究法,做到CAR的稳定性检验了,检验出来显示R^2=0......但是P>[t]=0.024,在5%下显著,
请问大家...R^2=0代表了啥??
运行的结果放在下面了,求教!非常感谢!(样本少是只选取了一部分做测试)另外,stata界面乱七八糟该怎么调啊

. reg car if dif==0,robust
Linear regression
> Number of obs = 46
> F(0, 45) = 0.00
> Prob > F = .
> R-squared = 0.0000
> Root MSE = .06254
-----------------------------------------------
> -------------------------------
| Robust
car | Coef. Std. Err. t
> P>|t|
> [95% Con
> f. Interval]
-------------+---------------------------------
> -------------------------------
_cons | -.0215078 .0092213 -2.33
> 0.024
> -.0400806
> -.0029351
---------------------------------------