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st: RE: variance of R2


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: variance of R2
Date   Wed, 8 Aug 2007 13:54:46 +0200

--- agostino@unical.it wrote:
> does anyone of you know how to compute the variance of the R2 (coefficient
> of determination) in STATA?

You can always bootstrap it:
*-------- begin example --------------
sysuse auto, clear
bootstrap r2=e(r2), reps(100): reg pri mpg for
*----------- end example -------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

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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