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Re: st: RE: variance of R2
Thank you Maarten for your suggestion, would it be possible to get the
variance of the adjusted R2 in the same way?
Cheers
Maria
Citazione Maarten Buis <[email protected]>:
> --- [email protected] wrote:
> > does anyone of you know how to compute the variance of the R2
> (coefficient
> > of determination) in STATA?
>
> You can always bootstrap it:
> *-------- begin example --------------
> sysuse auto, clear
> bootstrap r2=e(r2), reps(100): reg pri mpg for
> *----------- end example -------------
> (For more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> 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/
> -----------------------------------------
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
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