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Re: st: Anova


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Anova
Date   Fri, 28 Nov 2008 08:22:00 -0600

This is true for balanced factorial ANOVA, but probably not in your complicated model.

For a given variable, why not look at adjusted R^2 with that variable (or group of dummies if categorical) in an out of a regression model?

-Dave

On Nov 28, 2008, at 7:08 AM, aapdm wrote:

Hi,

I am trying to use the anova command but I am not sure I am doing the right thing.

I have a dependent variable Y which I explain by 10 explanatory variables, half of which are categorical while the others are continuous.

When I use the anova command and specify which variables are continuous, then I get a table with the Partial SS for each of the explanatory variables.

If I sum the Partial SS for all variables then this is much smaller than the value reported for the Model SS. How is that the case? What am I missing here?

What I want to is to find to what extent each of the different explanatory variables explains the variance of the dependent variable, which should be given by the ratio between the Partial SS of each variable and the total SS. Am I right?

Many thanks!

Alice.






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