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Re: st: about residuals and coefficients

From   Richard Williams <>
To, "" <>
Subject   Re: st: about residuals and coefficients
Date   Mon, 02 Sep 2013 07:54:54 -0500

At 04:57 AM 9/2/2013, Kayla Bridge wrote:
Dear all,
I am currently running a simple regression, and try to explain the coefficients. The model and estimation results are the following.
y=5.41+1.24*x1+.28*x2, R2=0.7, N=20
 (0.58) (3.4)   (2.56)
The t-stats are in parentheses.
I'd like to know how much (in terms of percentage) of the change in y is accounted for by change in x1, and how much change in y by change in x2.

Unless x1 and x2 are uncorrelated, you can't say something like x1 accounts for 40% and x2 accounts for 60%. I'm guessing -pcorr- comes closest to what you want. Read the manual entry as it is much more detailed than the program help.

Another question is: can I use [sum(residual^2)]/[sum((y-ybar)^2)], where ybar is the mean value of the dependent variable, to say something about percentage of residual, like smaller percentage of residuals implies that x1 and x2 are good explanatory factors for y?

Why don't you just use R^2? I could be wrong, but your formula looks like 1 - R^2.

Any suggestion is greatly appreciated.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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