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Re: st: Change in explained variance

From   Richard Williams <>
To, "" <>
Subject   Re: st: Change in explained variance
Date   Mon, 17 Sep 2012 23:22:57 -0500

At 09:51 PM 9/17/2012, Thomas Didier wrote:
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,

I would do something like

mlogit y x1 x2 x3
est store m1
mlogit y x1 x2 x3 x4
est store m2
lrtest m1 m2, stats

or else

mlogit y x1 x2 x3 x4
test x4

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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