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st: RE: RE: Block or hierarchical regression


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Block or hierarchical regression
Date   Tue, 1 Nov 2005 21:24:02 -0000

Wrong, as the email from Richard Williams
indicates. 

Nick 
n.j.cox@durham.ac.uk 

Nick Cox
 
> I doubt you're missing anything pre-existing. 
> 
> One reason for that, I guess, is that this 
> puts a great deal of emphasis on one questionable 
> figure of merit. 
> 
> Another reason is that you can knit your own. 
> 
> Here's one template. 
> 
> sysuse auto, clear 
> tempname r2 
> scalar `r2' = 0 
> 
> local blocks `" "headroom weight"  "turn gear price" "rep78 trunk" "' 
> local blocks `" `blocks' "length displacement foreign" "' 
> 
> foreach x of local blocks { 
> 	local X "`X' `x'" 
> 	qui regress mpg `X' 
> 	di as txt "`x'{col 30}" _c 
> 	di as txt "R-sq " as res %6.4f  e(r2) _c
> 	di as txt " Change " as res %6.4f e(r2) - `r2' 
> 	scalar `r2' = e(r2) 
> }
> 
> headroom weight              R-sq 0.6523 Change 0.6523
> turn gear price              R-sq 0.6599 Change 0.0077
> rep78 trunk                  R-sq 0.6690 Change 0.0091
> length displacement foreign  R-sq 0.7155 Change 0.0466
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Garrard, Wendy M.
> 
> > 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?
> 
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> 

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