I doubt you're missing anything pre-existing.
One reason for that, I guess, is that this
puts a great deal of emphasis on one questionable
figure of merit.
Another reason is that you can knit your own.
Here's one template.
sysuse auto, clear
tempname r2
scalar `r2' = 0
local blocks `" "headroom weight" "turn gear price" "rep78 trunk" "'
local blocks `" `blocks' "length displacement foreign" "'
foreach x of local blocks {
local X "`X' `x'"
qui regress mpg `X'
di as txt "`x'{col 30}" _c
di as txt "R-sq " as res %6.4f e(r2) _c
di as txt " Change " as res %6.4f e(r2) - `r2'
scalar `r2' = e(r2)
}
headroom weight R-sq 0.6523 Change 0.6523
turn gear price R-sq 0.6599 Change 0.0077
rep78 trunk R-sq 0.6690 Change 0.0091
length displacement foreign R-sq 0.7155 Change 0.0466
Nick
[email protected]
Garrard, Wendy M.
> 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?
*
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