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From |
"Stas Kolenikov" <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: adjusted R2 in survey regression |

Date |
Wed, 15 Oct 2008 17:01:23 -0500 |

On Wed, Oct 15, 2008 at 2:23 AM, Aca N.T. <acant29@gmail.com> wrote: > I'm puzzled with model building using -svy: reg- for there is no > adjusted R squared produced. > Is there an alternative test for this? Uhm... alternative test for what? If Stata does not produce something really obvious, like R2 or adjusted R2, then it means they looked into this and decided it had dubious statistical properties. R2 is an iid data concept: each residual is a random variable that has a certain variance, and that variance is the same for all observations. The complex survey setting does not really have that concept: the explanatory and response variables are in fact fixed, and the randomness comes from sampling procedure only. The regression formulas may look the same (in the end, there are just this many ways to minimize a sum of squares...) but interpretation of a few things is different. So one can probably talk about population variance of residuals, as a relatively meaningful quantity, but there is no analogue of the concept of the variance of each individual residual -- that's a fixed quantity. If there is no population analogue of R2, it should not be reported to the user, and that makes perfect sense. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: examples propensity score matching***From:*Ana Gabriela Guerrero Serdan <ag_guerreroserdan@yahoo.com>

**Re: st: adjusted R2 in survey regression***From:*Steven Samuels <sjhsamuels@earthlink.net>

**Re: st: adjusted R2 in survey regression***From:*"Aca N.T." <acant29@gmail.com>

**References**:**st: adjusted R2 in survey regression***From:*"Aca N.T." <acant29@gmail.com>

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