Bookmark and Share

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]

st: FW: Model SS/R-square in nl


From   "CJ Lan" <CJ@jupiter.fl.us>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: FW: Model SS/R-square in nl
Date   Thu, 30 Jun 2011 13:06:21 -0400

I was using nl to run a 3-parameter NLS model estimation and got R2=0.28
(see the first output).  Since the parameter b0 is insignificant, I drop
it and re-estimate it again.  This time, I got the wrong R2 (=0.86 in
the 2nd output).  It is apparent that either the "Model SS" or "Total
SS" is wrongly calculated.  Is this bug?  Thank you for help.

(1)
. nl exp3 : passby A in 1/152
(obs =152)
Iteration 0:  residual SS =3D  29741.65
Iteration 1:  residual SS =3D  28448.53
Iteration 2:  residual SS =3D  28316.37
Iteration 3:  residual SS =3D  28315.61
Iteration 4:  residual SS =3D   28315.6
Iteration 5:  residual SS =3D   28315.6
Iteration 6:  residual SS =3D   28315.6
Iteration 7:  residual SS =3D   28315.6
      Source |       SS       df       MS     Number of obs =152
-------------+------------------------------  F(  2,   149) =29.25
       Model |  11118.3472     2   5559.1736  Prob > F      =0.0000
    Residual |  28315.6009   149   190.03759  R-squared     =0.2819
-------------+------------------------------  Adj R-squared =0.2723
       Total |  39433.9482   151  261.151975  Root MSE      =13.78541
                                              Res. dev.     =1225.905
3-parameter asymptotic regression, passby = b0 + b1*b2^A
------------------------------------------------------------------------
      passby |      Coef.   Std. Err.      t    P>|t| 95% Conf.Interval]
-------------+----------------------------------------------------------
          b0 |   11.59292   10.68695     1.08   0.280    -9.52 32.71048
          b1 |   34.10476   9.433555     3.62   0.000     15.4 52.74559
          b2 |    .998132   .0011685   854.19   0.000     .995 1.000441
------------------------------------------------------------------------
* Parameter b0 taken as constant term in model & ANOVA table
 (SEs, P values, CIs, and correlations are asymptotic approximations)

(2)
. nl exp2 : passby A in 1/152
(obs =3D 152)
Iteration 0:  residual SS =3D  29510.02
Iteration 1:  residual SS =3D  28427.14
Iteration 2:  residual SS =3D  28426.97
Iteration 3:  residual SS =3D  28426.97
      Source |       SS       df       MS     Number of obs =152
-------------+------------------------------  F(  2,   150) =468.32
       Model |  177506.602     2  88753.3012  Prob > F      =0.0000
    Residual |  28426.9672   150  189.513115  R-squared     =0.8620
-------------+------------------------------  Adj R-squared =0.8601
       Total |   205933.57   152  1354.82612  Root MSE      =13.76638
                                              Res. dev.     =1226.502
2-parameter exp. growth curve, passby =3D b1*b2^A
------------------------------------------------------------------------
      passby |      Coef.   Std. Err.      t    P>|t|[95% Conf.interval]
-------------+----------------------------------------------------------
          b1 |   44.54536   2.038308    21.85   0.000  40.51785 48.57286
          b2 |   .9988862   .0001727  5783.22   0.000  .9985449 .9992275
------------------------------------------------------------------------
 (SEs, P values, CIs, and correlations are asymptotic approximations)

PLEASE NOTE: Florida has a very broad public records law. Most written communications to or from the Town of Jupiter officials and employees regarding public business are public records available to the public and media upon request. Your e-mail communications may be subject to public disclosure. Under Florida law, e-mail addresses are public records. If you do not want your e-mail address released in response to a public records request, do not send electronic mail to this entity. Instead, contact this office by phone or in writing. The views expressed in this message may not necessarily reflect those of the Town of Jupiter. If you have received this message in error, please notify us immediately by replying to this message, and please delete it from your computer. Thank you.


*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index