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From |
Richard Williams <Richard.A.Williams.5@ND.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Adding R-Squared to sw command output |

Date |
Thu, 27 May 2004 10:17:20 -0500 |

At 03:53 PM 5/27/2004 +0100, Rena Jenkins wrote:

Is there a Stata programming guru out there who could help me modify the sw command so that the R-squared of the model is output at each stage? (I am just running a linear regression.) i.e. to print the value of e(r2) at each stage.Rather than replacing sw.ado, I would suggest copying it as sw2.ado, and place it in c:\ado\personal. Change the line that says "program define sw" to "program define sw2". Then, search for the line that includes the word "adding". Replace it with

So that when you run something like

sw regress y x1 x2 x3, pe(0.05)

Instead of

begin with empty model

p = 0.0032 < 0.0500 adding x2

p = 0.0153 < 0.0500 adding x1

p = 0.0424 < 0.0500 adding x3

You get something like:

begin with empty model

p = 0.0032 < 0.0500 adding x2, R-squared = 0.2018

p = 0.0153 < 0.0500 adding x1, R-squared = 0.2523

p = 0.0424 < 0.0500 adding x3, R-squared = 0.2852

di in gr " < " %5.4f $HSW_Pe " adding " in ye "${HSW_`k1'}" in gr ", R^2 = " in ye e(r2)

This works with ols regression; sw2 would need further coding if you wanted to make it more general than that. I get output like

. sw2 reg income educ jobexp black, pe(.10)

begin with empty model

p = 0.0000 < 0.1000 adding educ, R^2 = .65926337

p = 0.0000 < 0.1000 adding jobexp, R^2 = .81626138

p = 0.0000 < 0.1000 adding black, R^2 = .82641678

If you really want blow by blow accounts of what is happening in a stepwise regression, SPSS is better.

-------------------------------------------

Richard Williams, Notre Dame Dept of Sociology

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**References**:**st: Adding R-Squared to sw command output***From:*Rena Jenkins <r_jenkins@postmaster.co.uk>

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