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st: RE: R-square for each variable


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: R-square for each variable
Date   Thu, 2 Aug 2007 11:31:17 +0200

--- 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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