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st: RE: RE: R-square for each variable


From   "Cong Sun" <congs@unimelb.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: R-square for each variable
Date   Fri, 3 Aug 2007 09:52:01 +1000

Thanks, Maarten, it works and the results are similar as using partial
ss/total ss. 

And there is no such a relationship that the sum of the partial R-square
eqaul to the model R-square.  

Cong


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: Thursday, 2 August 2007 7:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: R-square for each variable

--- Cong Sun wrote:
> In STATA, anova command will generate partial ss for each independent 
> variable included in the model, could anyone help on how to produce 
> partial R-square for each variable?

*------------- begin example ------------------- sysuse auto, clear anova
mpg rep78 foreign ereturn list
di "partial R2 for rep78   = " e(F_1)/(e(F_1) + e(df_r))
di "partial R2 for foreign = " e(F_2)/(e(F_2) + e(df_r))
*------------- end example ---------------------

Hope this helps,
Maarten

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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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