--- [email protected] wrote:
> does anyone of you know how to compute the variance of the R2 (coefficient
> of determination) in STATA?
You can always bootstrap it:
*-------- begin example --------------
sysuse auto, clear
bootstrap r2=e(r2), reps(100): reg pri mpg for
*----------- end example -------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
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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