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Re: st: R-square for each variable


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: R-square for each variable
Date   Fri, 3 Aug 2007 00:13:33 +0100

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?

As I understand it, you could only calculate such a statistic if one
could be sure that there was absolutely no correlation whatsoever
between one's set of independent variables. That's a rather large ask.
Others may also be able to advise further.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<[email protected]>. Thanks!]

"Courage is going from failure to failure without losing enthusiasm."
-- Winston Churchill
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