Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: obtaining R squared after xtabond |
Date | Wed, 2 Feb 2011 09:27:32 +0000 |
It's best not to try assessing significance from R-squared. You should try to test the extra variables for significance directly. -test- I imagine to be the way to do it. Otherwise, the difference in R-squared is just that. Calculate both and subtract. I don't see what your difficulty is there. The recipe is not correlate and square predicted and actual dependent variable but correlate predicted and actual dependent variable, and square Nick On Wed, Feb 2, 2011 at 2:05 AM, Anastasiya Zavyalova <anastasiya.zavyalova@gmail.com> wrote: > Hey all, > > How can I obtain an R-squared statistic after I run xtabond? I did the old > school: correlated and squared predicted and actual dependent variable. The > only problem is that I have two models, where Model 2 contains all the > variables form Model 1 plus a couple more. Reviewers need to know how much > more variance Model 2 explains over Model 1. So: 1) how can I find out how > much variance each model explains and 2) whether Model 2 explains > significantly more variance than Model 1? > > Thank you. > > Annie > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/