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st: Re: Block or hierarchical regression


From   "Christer Thrane" <ch-thran@online.no>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Block or hierarchical regression
Date   Tue, 1 Nov 2005 21:37:07 +0100

Use the test command

. use "C:\DATA\auto.dta", clear
(1978 Automobile Data)

. reg price mpg

Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 1, 72) = 20.26
Model | 139449474 1 139449474 Prob > F = 0.0000
Residual | 495615923 72 6883554.48 R-squared = 0.2196
-------------+------------------------------ Adj R-squared = 0.2087
Total | 635065396 73 8699525.97 Root MSE = 2623.7

------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -238.8943 53.07669 -4.50 0.000 -344.7008 -133.0879
_cons | 11253.06 1170.813 9.61 0.000 8919.088 13587.03
------------------------------------------------------------------------------

. reg price mpg rep78 headroom

Source | SS df MS Number of obs = 69
-------------+------------------------------ F( 3, 65) = 7.51
Model | 148497605 3 49499201.8 Prob > F = 0.0002
Residual | 428299354 65 6589220.82 R-squared = 0.2575
-------------+------------------------------ Adj R-squared = 0.2232
Total | 576796959 68 8482308.22 Root MSE = 2566.9

------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | -289.3462 62.53921 -4.63 0.000 -414.2456 -164.4467
rep78 | 670.8971 343.5213 1.95 0.055 -15.16242 1356.957
headroom | -300.0293 398.0516 -0.75 0.454 -1094.993 494.9346
_cons | 10921.33 2153.003 5.07 0.000 6621.487 15221.17
------------------------------------------------------------------------------

. test rep78 headroom

( 1) rep78 = 0
( 2) headroom = 0

F( 2, 65) = 2.17
Prob > F = 0.1225

Christer


----- Original Message ----- From: "Garrard, Wendy M." <wendy.garrard@Vanderbilt.Edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, November 01, 2005 9:00 PM
Subject: st: Block or hierarchical regression



Hello Group,
I need to do a regression using blocks of predictors, and report the
change in R^2 with the addition of each block.  I can't identify a
regression command for doing this using the obvious keyword searches of
help files or the manual.  Is there a standard command that I am
overlooking?  Or is there a user-written program for this?

Thanks,
Wendy

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