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Re: st: Anova


From   aapdm <aapdm_999@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Anova
Date   Fri, 28 Nov 2008 14:35:00 +0000 (GMT)

Dear David,

Thanks - so are you suggesting that I should regress Y on each of the explanatory variables separately and look at the R2 in each case?

Thanks, Alice.


--- On Fri, 28/11/08, David Airey <david.airey@vanderbilt.edu> wrote:

> From: David Airey <david.airey@vanderbilt.edu>
> Subject: Re: st: Anova
> To: statalist@hsphsun2.harvard.edu
> Date: Friday, 28 November, 2008, 2:22 PM
> 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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