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st: Re: confidence intervals on r^2

From   Kit Baum <>
Subject   st: Re: confidence intervals on r^2
Date   Mon, 15 Oct 2007 06:27:15 -0400

Short answer: No.

Long answer: R-squared is not a statistical concept. It does not test a null hypothesis. If you take its components and rearrange them, you get the standard ANOVA F-statistic, which does test a null hypothesis (of the model against the null model with all slopes set to zero). That statistic has a p-value, available on every regression output.

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

On Oct 15, 2007, at 2:33 AM, statalist-digest wrote:

Dear Stata Users,
Is it possible to calculate confidence intervals on R-squared in Stata,
and if so, how is this accomplished?
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