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st: Change in explained variance

From   Thomas Didier <>
To   "" <>
Subject   st: Change in explained variance
Date   Tue, 18 Sep 2012 02:51:52 +0000

Hi all,

I am running a multinomial logit model and would like to determine whether the inclusion of an explanatory variable in the model increases the percentage of explained variance in a statistically significant manner. I am concerned that when running the model with and without the variable of interest, its impact is diluted by a substitution effect. 

Would an F-test (Fisher) be appropriate for such measurement and can it be run on Stata?

Thank you in advance for your help,

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