# Re: st: Re: confidence intervals on r^2

 From Marcello Pagano To statalist@hsphsun2.harvard.edu Subject Re: st: Re: confidence intervals on r^2 Date Mon, 15 Oct 2007 07:39:45 -0400

Correct answer: R-squared is a statistic around which you can set a confidence interval. It is just somewhat complicated to give the general formula, although it is available in particular cases.
Which case are you interested in?

m.p.

On 10/15/2007 6:27 AM, Kit Baum wrote:

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
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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?
```
```*
*   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/
```