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st: RE: change in r-square for fixed

From   "Maarten Buis" <>
To   <>
Subject   st: RE: change in r-square for fixed
Date   Wed, 23 Nov 2005 11:07:25 +0100


The -test- command will give you a Wald test. See -help test-. 

Although one can think of these tests as a test on improvements in R2, it is generally of more substantive interest to think of them as tests of underlying constraints: i.e. leaving variables out is equivalent to constraining their parameters to zero. 

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

-----Original Message-----
From: []On Behalf Of Bradley, Steven W
Sent: woensdag 23 november 2005 2:09
Subject: st: change in r-square for fixed 

What is the command in Stata to compare the significance of changes in
R-squared (using a fixed effects model)?


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