See also -ivreg2-
(net from http://www.stata-journal.com/software/sj4-2, net describe
st0030_1)
if you are interested in the partial R^2 of instruments in first stage of
IV.
It uses the following code:
* 1st stage regression without excluded exogenous
capture ivreg2 ``i'' `inexog' `weight' /*
*/ if `touse', `nocons' `robust' `clopt' `bwopt' `kernopt' small
scalar `rssinc'=e(rss)
* NB: uncentered R2 for main regression is 1-rssall/yy; for restricted is
1-rssinc/yy;
* squared semipartial correlation=(rssinc-rssall)/yy=diff of 2 R2s
* Squared partial correlation (="partialled-out R2")
scalar `pr2'=(`rssinc'-`rssall')/`rssinc'
if "`ffirst'" == "" {
di in gr "Partial R-squared of excluded instruments: " _c
di in ye %8.4f `pr2'
-----Original Message-----
From: Yulia Marchenko [mailto:[email protected]]
Sent: Tuesday, September 14, 2004 12:32 PM
To: [email protected]
Subject: st: RE: Partial R-squares
Jillian wrote:
>In doing regression analysis, is it possible for the output to show the
partial R-squares to determine how much
>each variable contributes to the explained variance?
You can use -pcorr2- command to get a table of coefficients of partial
determination:
. net describe pcorr2, from(http://fmwww.bc.edu/RePEc/bocode/p)
Example:
. sysuse auto, clear
. pcorr2 mpg weight length
--------------------------------------------------------------------------
. sysuse auto, clear
(1978 Automobile Data)
. pcorr2 mpg weight length
(obs=74)
Partial and Semipartial correlations of mpg with
Variable | Partial SemiP Partial^2 SemiP^2 Sig.
-------------+------------------------------------------------------------
weight | -0.2769 -0.1677 0.0767 0.0281 0.018
length | -0.1682 -0.0993 0.0283 0.0099 0.155
--Yulia
[email protected]
*
* 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/
*
* 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/
