Thanks, Maarten, it works and the results are similar as using partial
ss/total ss.
And there is no such a relationship that the sum of the partial R-square
eqaul to the model R-square.
Cong
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten Buis
Sent: Thursday, 2 August 2007 7:31 PM
To: [email protected]
Subject: st: RE: R-square for each variable
--- 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?
*------------- begin example ------------------- sysuse auto, clear anova
mpg rep78 foreign ereturn list
di "partial R2 for rep78 = " e(F_1)/(e(F_1) + e(df_r))
di "partial R2 for foreign = " e(F_2)/(e(F_2) + e(df_r))
*------------- end example ---------------------
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/
-----------------------------------------
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