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Re: st: Statistically Significant Increase in R-Squared
Findit -ftest- can also be useful if you want to store and compare
different models.
Best,
John.
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Prof. John Antonakis
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Faculty of Business and Economics
University of Lausanne
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On 24.01.2009 01:54, Richard Williams wrote:
At 07:38 PM 1/23/2009, Roger Roles wrote:
Is there a way in Stata to determine whether or not the change in
R-squared is statistically significant? In other words, if I enter
the second block of variables into my model, and there is an increase
in R-squared, how can I determine if that change (from block 1 to
block 2) is statistically significant? Thank you!
You can use either the -nestreg- or test commands. e.g. if block1 has
x1, x2, and x3, and block2 has x4, x5 and x6, either of the following
would work:
reg y x1 x2 x3 x4 x5 x6
test x4 x5 x6
or else
nestreg: reg y (x1 x2 x3) (x4 x5 x6)
To actually try it,
sysuse auto
reg price mpg rep78 headroom trunk weight length
test trunk weight length
nestreg: reg price ( mpg rep78 headroom) ( trunk weight length)
This and other basic Stata regression stuff is discussed in
http://www.nd.edu/~rwilliam/stats1/OLS-Stata9.pdf
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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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