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* Part attributed to mpg
di e(ss_1)/(e(ss_1)+e(rss))
* Part attributed to trunk
. di e(ss_2)/(e(ss_2)+e(rss))
* Remainder (shared variance)
di e(r2) -  e(ss_1)/(e(ss_1)+e(rss)) - e(ss_2)/(e(ss_2)+e(rss))

My suggestion from the anova paper is that the anova view calculates
all of the sums of squares at once, instead of having to calculate of
the partial regression sums of squares one by one.

-----------------------------------------
Jorge Eduardo Pérez Pérez
Graduate Student
Department of Economics
Brown University


On Mon, Nov 4, 2013 at 11:40 PM, David Hoaglin <[email protected]> wrote:
> Jorge,
>
> What are the variance components in Nikos's model?  Doesn't that SJ
> article pertain to analysis of variance (rather than regression)?
>
> David Hoaglin
>
> On Mon, Nov 4, 2013 at 10:52 PM, Jorge Eduardo Pérez Pérez
> <[email protected]> wrote:
>> (I just read the original post, not the discussion)
>>
>> Nikos, why don't you try just using the variance components from the
>> anova table of the regression?
>>
>> See this SJ article on how to do that:
>> http://www.stata-journal.com/article.html?article=st0095
>>
>> Hope this helps,
>> --------------------------------------------
>> Jorge Eduardo Pérez Pérez
>> Graduate Student
>> Department of Economics
>> Brown University
>
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