Another approach would be to use the BIC for model selection:
reg y x1 x2 x3
bic
This will be more exhaustive, since all models are considered. To get it:
ssc install bic
- Paul
----- Original Message -----
From: Richard Williams <[email protected]>
Date: Tuesday, November 1, 2005 1:45 pm
Subject: Re: st: Block or hierarchical regression
> At 03:00 PM 11/1/2005, you wrote:
> >Hello Group,
> >I need to do a regression using blocks of predictors, and report the
> >change in R^2 with the addition of each block. I can't identify a
> >regression command for doing this using the obvious keyword
> searches of
> >help files or the manual. Is there a standard command that I am
> >overlooking? Or is there a user-written program for this?
> >
> >Thanks,
> >Wendy
>
>
>
> -findit hireg-
>
> I recommend using the -nomiss- option. If you want examples, see
> p. 5 of
>
> http://www.nd.edu/~rwilliam/stats1/OLS-Stata.pdf
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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>
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>
*
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