Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

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

From |
richard boylan <richardtb25@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: list x matrix |

Date |
Mon, 29 Mar 2010 13:14:27 -0500 |

Thanks but the question was not on how to compute the R^2 but on how to compute Xb, so the Statlist FAQ would not have helped. On Mon, Mar 29, 2010 at 6:29 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote: > The approach that Kit recommends is spelled out at greater length in > > FAQ . . . . . . . . . . . . . . . . . . . . . . . Do-it-yourself > R-squared > . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. > J. Cox > 9/03 How can I get an R-squared value when a Stata command > does not supply one? > http://www.stata.com/support/faqs/stat/rsquared.html > > The Statalist FAQ does draw attention to the FAQs as a way of answering > many questions. -search- does search the FAQs as well. > > Nick > n.j.cox@durham.ac.uk > > Kit Baum replied to Richard Boylan > > Richard Boylan > ============== > > The problem was as follows. > > The regression is y = x b + e. (1) > > However, to estimate it (b/c of a variety of issues such > autocorrelation, system of equation with correlated errors), the model > that I end up estimating is > > yt = xt b + z c + v, (2) > > where yt is a transformation of y, xt is a transformation of x, and z > are variables from the other regressions. > > So, what I need to do is to get the estimates of b from (2) and plug > back into (1) to compute my R^2. > > Kit Baum > ======== > > An R^2 measure for any model can almost always be computed from the > simple correlation between Y and Yhat, so if you can construct a > predicted value from the equation you estimate "if e(sample)" for yt, > and apply the inverse transformation that gets you back to yhat, just > compute the square of that correlation. > > > * > * 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/ > * * 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/

**References**:**re: st: list x matrix***From:*Kit Baum <kitbaum@me.com>

**RE: st: list x matrix***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

- Prev by Date:
**st: Partitioning Variance for Single Variables in Complex Survey Data** - Next by Date:
**st: re: list X matrix** - Previous by thread:
**RE: st: list x matrix** - Next by thread:
**st: question about calculating frequencies** - Index(es):