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From |
"Carl Mastropaolo" <accuscience@comcast.net> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: rsquare Command |

Date |
Fri, 7 Oct 2011 11:01:37 -0400 |

I have a perplexing issue with the rsquare command. This command is used to return the R^2 value, Mallow's C statistic and other values for all possible regressions between a single dependent variable and a set of independent variables. Following is command line and output for showing rsquare information for the simple regression of how y1 as dependent upon x19. Note that for the simple model of y1 regressed against x19, the R^2 value is .0596: . rsquare y1 x19 Regression models for dependent variable : y1 R-squared Mallows' C SEE MSE models with 1 variable 0.0596 2.00 3.128e+12 1.422e+11 x19 Following is command line and output for rsquare showing regressions of how y1 is dependent upon x18 and x19. Note, again, that for the simple model of y1 regressed against x19, the R^2 value is .0596: . rsquare y1 x18 x19 Regression models for dependent variable : y1 R-squared Mallows' C SEE MSE models with 1 variable 0.0071 2.28 3.302e+12 1.501e+11 x18 0.0596 1.10 3.128e+12 1.422e+11 x19 R-squared Mallow's C SEE MSE models with 2 variables 0.0641 3.00 3.113e+12 1.482e+11 x18 x19 Now I add a third indy variable, x17. Why should the R^2 value for the simple model y1 vs X19 now change to .0624 from the original value of .0596? . rsquare y1 x17 x18 x19 Regression models for dependent variable : y1 R-squared Mallows' C SEE MSE models with 1 variable 0.0001 1.42 3.281e+12 1.562e+11 x17 0.0086 1.25 3.253e+12 1.549e+11 x18 0.0624 0.15 3.076e+12 1.465e+11 x19 R-squared Mallow's C SEE MSE models with 2 variables 0.0088 3.25 3.252e+12 1.626e+11 x17 x18 0.0636 2.13 3.072e+12 1.536e+11 x17 x19 0.0682 2.03 3.057e+12 1.529e+11 x18 x19 R-squared Mallow's C SEE MSE models with 3 variables 0.0698 4.00 3.052e+12 1.606e+11 x17 x18 x19 Thanx Carl * * 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/

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