[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
SM <sermorr@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Reference for test of incremental R-square |

Date |
Wed, 12 Nov 2008 23:17:01 +0100 |

Hi , I have to compare the following (nested/ hierarchical?) models in order to test whether the variables included in second model significantly increase the goodness of fit. 1) Y = α0 + α1 BV + α2NI + ε 2) Y = ß0 + ß1 BV + ß2 NI + ß3 TANG + ε My questions are the following: I. It's not clear to me the difference between nested and hierarchical regressions. Is defined hierarchical a regression in which I simply add new variables ? If it so, my models (1-2) should be hierarchical. Conversely, is nested model a regression in which I decompose the components of a variable? For example, if I add a third model, in which TANG is decomposed in TANG1 TANG2 TANG3. 3) Y = g0 + g1 BV + g2 NI + g3 TANG1+ g4 TANG2+ g5TANG3+ ε II. In order to test whether the goodness of fit of 2 model significantly increases, I employ the following test, found in econometric textbook (considering model 2 = full model): Δ R2/ Δdf = F (Δ R2 , df full) (1- R2full)/df full Is it correct ?? Can you give me some specific reference on this test ? III. In Cox's book "A gentle introduction to Stata" page 216, test of semipartial correlation of variables is performed by pcorr2. Even if the author suggests to install it with findit pcorr2, I am not able to find the program anywhere. Can anybody suggest how can I install it ??? Thanks so much. Kind Regards, Serena * * 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: RE: Reference for test of incremental R-square***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: Reference for test of incremental R-square***From:*"Alan Neustadtl" <alan.neustadtl@gmail.com>

**st: RE: Reference for test of incremental R-square***From:*Garry Anderson <g.anderson@unimelb.edu.au>

- Prev by Date:
**Re: st: Multiple Endogenous Variables in Count Data Model (Poisson or Negative Binomial).** - Next by Date:
**st: estout-suppress equation title after poisson** - Previous by thread:
**st: Multiple Endogenous Variables in Count Data Model (Poisson or Negative Binomial).** - Next by thread:
**st: RE: Reference for test of incremental R-square** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |