--- Cong Sun wrote:
> In STATA, anova command will generate partial ss for each independent
> variable included in the model, could anyone help on how to produce partial
> R-square for each variable?
*------------- begin example -------------------
sysuse auto, clear
anova mpg rep78 foreign
ereturn list
di "partial R2 for rep78 = " e(F_1)/(e(F_1) + e(df_r))
di "partial R2 for foreign = " e(F_2)/(e(F_2) + e(df_r))
*------------- end example ---------------------
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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