Steve:
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
-----------------------------------------
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
http://home.fsw.vu.nl/m.buis/
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-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Bradley, Steven W
Sent: woensdag 23 november 2005 2:09
To: [email protected]
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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