Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: RE: ivreg2


From   <M.Sanchez-Sache@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: ivreg2
Date   Wed, 22 Aug 2007 18:51:24 +0100

Mark,
 
Thanks for your answer. However, something stills puzzles me. Why would we interested in uncentered statistics if we do have a constant in our model? When STATA computes uncentered statistics, is it not taking into account the constant we explicitly introduce in our model? I thought that uncentered statistics were only used when a constant was lacking in the model.
 
Thanks again.
 
Marta.

________________________________

From: owner-statalist@hsphsun2.harvard.edu on behalf of Schaffer, Mark E
Sent: Wed 22/08/2007 19:34
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: ivreg2 



Marta,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
> M.Sanchez-Sache@lse.ac.uk
> Sent: 22 August 2007 18:09
> To: statalist@hsphsun2.harvard.edu
> Subject: st: ivreg2
>
> I'm using ivreg2 command. It doesn't report an ANOVA table
> and, instead, it reports uncentered and centered TSS and
> r-squared. Why does it report uncentered TSS and r-squared if
> I'm including a constant in my regression and, therefore,
> centered TSS and r-squared are valid? Why does it report both?
>
> Thanks a lot in advance.
>
> Marta.

It reports both because sometimes people want the centered R-sq and
sometimes they want the uncentered R-sq.  Seemed the easiest way to
program it and still give users statistics they might find useful.

Cheers,
Mark (co-author of ivreg2 along with Kit Baum and Steve Stillman)

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes


>
> Please access the attached hyperlink for an important
> electronic communications disclaimer:
> http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm

<<winmail.dat>>




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index