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RE: st: Re: computation of R-squared with a non-linear model


From   marcel spijkerman <marcel_spijkerman@hotmail.com>
To   stata stata <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Re: computation of R-squared with a non-linear model
Date   Wed, 20 May 2009 08:51:18 +0000

 
Maarten,
 
Although I did not type it here, I specified parameters of course, otherwise there would not be any output. The output does not show any indication of a convergence problem. The model simply has a high R-square (I know that from previous research). But I am looking for something like the R-square of the untransformed model. 
 
Marcel
 
 
 
 
 

> Date: Wed, 20 May 2009 08:27:31 +0000
> From: maartenbuis@yahoo.co.uk
> Subject: RE: st: Re: computation of R-squared with a non-linear model
> To: statalist@hsphsun2.harvard.edu
> 
> 
> --- "marcel spijkerman" wrote:
>>>> I estimate a weighted non-linear model of the
>>>> following form:
>>>>
>>>> y^0.5 = (a1 + a2*X)^0.5 weighted by some other
>>>> variable z.
>>>>
>>>> Stata reports an adjusted R-squared of 1.000. I
>>>> suspect this is not correct. How can compute the 
>>>> correct adjusted R-squared using untransformed 
>>>> variables?
> 
> --- Martin Weiss wrote:
>>> Which command did you use for your estimation? If it
>>> was non-linear, -nl-?
>>> Show us what you typed and what the reply was...
> 
> --- On Wed, 20/5/09, marcel spijkerman wrote:
>> I indeed typed the command:
>> 
>> nl (sqrt_y = (a1 + a2X)^0.5) [aweight= hhd1564_06] 
>> 
>> And the answer is .... :-)
> 
> It is surprising that you got output at all, as you 
> did not specify any parameters. Anyhow, it appears that 
> you have a convergence problem. So the next step is 
> not to try to come up with some correct R^2, but to
> fix the model. You could try specifing starting 
> values. 
> 
> -- Maarten
> 
> Ps. -aweights- are very very very rarely the correct 
> weight type. 
> 
> -----------------------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
> 
> 
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