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st: RE: change in r-square for fixed


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: change in r-square for fixed
Date   Wed, 23 Nov 2005 11:07:25 +0100

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/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Bradley, Steven W
Sent: woensdag 23 november 2005 2:09
To: statalist@hsphsun2.harvard.edu
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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