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st: Re: Partial R-squares


From   "Yulia Marchenko" <ymarchenko@stata.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Partial R-squares
Date   Tue, 14 Sep 2004 16:08:44 -0500

Jillian wrote:

>Thank you for your assistance.  However, when I use the command pcorr2, an
error message is returned (unrecognized >command)?

This is a user-written command. You need to install it. Type

 . net install pcorr2, from(http://fmwww.bc.edu/RePEc/bocode/p)

in your Stata command window.

>Also, in the example you provided in your email.  Is the partial R-square
for wt 0.0767 and that for length 0.0283?
That is correct

>If so, is the total R-square for the model=0.1050 (0.0767 + 0.0283)?
I don't think there is such a relationship between partial coefficients of
determination and the coefficient of multiple determination.

The partial R-square (or coefficient of partial determination) measures the
marginal contribution of one explanatory variable when all others are
already included in the model. For example, in the above example only 7.7%
of the variation in mpg is reduced by adding weight to the model when length
is already in the model. However, such interpretation is not valid, for
example, if your explanatory variables are collinear.

--Yulia
ymarchenko@stata.com



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