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

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/ > ----------------------------------------- > > > > > * > * 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/ _________________________________________________________________ See all the ways you can stay connected to friends and family http://www.microsoft.com/windows/windowslive/default.aspx * * 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**:**RE: st: Re: computation of R-squared with a non-linear model***From:*"Anubha Dhasmana" <anubha.dhasmana@IIMB.ERNET.IN>

**References**:**RE: st: Re: computation of R-squared with a non-linear model***From:*Maarten buis <maartenbuis@yahoo.co.uk>

- Prev by Date:
**RE: st: Re: computation of R-squared with a non-linear model** - Next by Date:
**AW: st: Re: computation of R-squared with a non-linear model** - Previous by thread:
**RE: st: Re: computation of R-squared with a non-linear model** - Next by thread:
**RE: st: Re: computation of R-squared with a non-linear model** - Index(es):

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