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Re: st: RE: variance of R2


From   agostino@unical.it
To   statalist@hsphsun2.harvard.edu, Richard Williams <Richard.A.Williams.5@ND.edu>
Subject   Re: st: RE: variance of R2
Date   Wed, 8 Aug 2007 16:35:53 +0200

THANKS A LOT!it worded!
Do you reckon that now I can assess the significance of the difference between 
two R2's: R2_a and R2_b (obtained from the same model run on two different 
samples, a and b) using the boostrap SEs in the following way?

(R2_a-R2_b)/sqrt[(SE_a)^2+(SE_b)^2]


I would greatly appreciate your help on this issue!
Cheers
Maria
 
Citazione Richard Williams <Richard.A.Williams.5@ND.edu>:

> At 08:20 AM 8/8/2007, agostino@unical.it wrote:
> >Thank you Maarten for your suggestion, would it be possible to get the
> >variance of the adjusted R2 in the same way?
> 
> Slightly modifying Maarten's example,
> 
> sysuse auto, clear
> bootstrap r2=e(r2) adjr2=e(r2_a), reps(100): reg pri mpg for
> 
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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> 
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