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

 From "CJ Lan" To 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)

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