Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Query about bootstrapping and R-squared

From   Nick Riches <>
To   "" <>
Subject   st: Query about bootstrapping and R-squared
Date   Wed, 7 Dec 2011 09:35:14 +0000


This may be more of a general stats query than a Stata query, but any pointers would be most appreciated.

I'm running a commonality analysis (identifying unique and shared contributions to R-squared). The reviewers have commented on the lack of power / overfitting (2 predictors, 23 observations), so I thought I'd run a bootstrapped version to compensate for overfitting. The trouble is, the R-squared from the bootstrapped regression is identical to the R-squared in the non-bootstrapped regression. In addition the value of R-squared is completely unaffected by the number of reps.

I can't see why this is the case. Surely each time the program randomly resamples, a different regression line is drawn, parameters and residuals will vary and therefore R-squared will vary?


Nick Riches

P.S. Syntax = bootstrap, reps(100): regress x y z

Dr Nick Riches
Lecturer in Speech and Language Pathology
Education Communication and Language Sciences (ECLS)
King George VI building
Queen Victoria Road
Newcastle University

Tel - 0191 222 6518 

(International +44 191 222 6518)

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index