st: Re: Block or hierarchical regression

["Christer Thrane" <ch-thran@online.no>]

Use the test command

. use "C:\DATA\auto.dta", clear
(1978 Automobile Data)

. reg price mpg

     Source |       SS       df       MS              Number of obs = 
74
-------------+------------------------------           F(  1,    72) = 
20.26
      Model |   139449474     1   139449474           Prob > F      = 
0.0000
   Residual |   495615923    72  6883554.48           R-squared     = 
0.2196
-------------+------------------------------           Adj R-squared = 
0.2087
      Total |   635065396    73  8699525.97           Root MSE      = 
2623.7

------------------------------------------------------------------------------
      price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
        mpg |  -238.8943   53.07669    -4.50 
0.000    -344.7008   -133.0879
      _cons |   11253.06   1170.813     9.61   0.000     8919.088 
13587.03
------------------------------------------------------------------------------

. reg price mpg rep78 headroom

     Source |       SS       df       MS              Number of obs = 
69
-------------+------------------------------           F(  3,    65) = 
7.51
      Model |   148497605     3  49499201.8           Prob > F      = 
0.0002
   Residual |   428299354    65  6589220.82           R-squared     = 
0.2575
-------------+------------------------------           Adj R-squared = 
0.2232
      Total |   576796959    68  8482308.22           Root MSE      = 
2566.9

------------------------------------------------------------------------------
      price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
        mpg |  -289.3462   62.53921    -4.63 
0.000    -414.2456   -164.4467
      rep78 |   670.8971   343.5213     1.95   0.055    -15.16242 
1356.957
   headroom |  -300.0293   398.0516    -0.75   0.454    -1094.993 
494.9346
      _cons |   10921.33   2153.003     5.07   0.000     6621.487 
15221.17
------------------------------------------------------------------------------

. test rep78 headroom

( 1)  rep78 = 0
( 2)  headroom = 0

      F(  2,    65) =    2.17
           Prob > F =    0.1225

Christer


----- Original Message ----- 
From: "Garrard, Wendy M." <wendy.garrard@Vanderbilt.Edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, November 01, 2005 9:00 PM
Subject: st: Block or hierarchical regression



> Hello Group,
> I need to do a regression using blocks of predictors, and report the
> change in R^2 with the addition of each block.  I can't identify a
> regression command for doing this using the obvious keyword searches of
> help files or the manual.  Is there a standard command that I am
> overlooking?  Or is there a user-written program for this?
>
> Thanks,
> Wendy
>
> *
> *   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:
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