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 at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Change in explained variance


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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
WWW:    http://www.nd.edu/~rwilliam

*
*   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