 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: RE: variance of R2
THANKS A LOT!it worded!
Do you reckon that now I can assess the significance of the difference between
two R2's: R2_a and R2_b (obtained from the same model run on two different
samples, a and b) using the boostrap SEs in the following way?
(R2_a-R2_b)/sqrt[(SE_a)^2+(SE_b)^2]
I would greatly appreciate your help on this issue!
Cheers
Maria
Citazione Richard Williams <[email protected]>:
> At 08:20 AM 8/8/2007, [email protected] wrote:
> >Thank you Maarten for your suggestion, would it be possible to get the
> >variance of the adjusted R2 in the same way?
>
> Slightly modifying Maarten's example,
>
> sysuse auto, clear
> bootstrap r2=e(r2) adjr2=e(r2_a), reps(100): reg pri mpg for
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-------------------------------------------------
This mail sent through IMP: http://horde.org/imp/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/