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From | "CJ Lan" <CJ@jupiter.fl.us> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: FW: Model SS/R-square in nl |
Date | Thu, 30 Jun 2011 13:06:21 -0400 |
I was using nl to run a 3-parameter NLS model estimation and got R2=0.28 (see the first output). Since the parameter b0 is insignificant, I drop it and re-estimate it again. This time, I got the wrong R2 (=0.86 in the 2nd output). It is apparent that either the "Model SS" or "Total SS" is wrongly calculated. Is this bug? Thank you for help. (1) . nl exp3 : passby A in 1/152 (obs =152) Iteration 0: residual SS =3D 29741.65 Iteration 1: residual SS =3D 28448.53 Iteration 2: residual SS =3D 28316.37 Iteration 3: residual SS =3D 28315.61 Iteration 4: residual SS =3D 28315.6 Iteration 5: residual SS =3D 28315.6 Iteration 6: residual SS =3D 28315.6 Iteration 7: residual SS =3D 28315.6 Source | SS df MS Number of obs =152 -------------+------------------------------ F( 2, 149) =29.25 Model | 11118.3472 2 5559.1736 Prob > F =0.0000 Residual | 28315.6009 149 190.03759 R-squared =0.2819 -------------+------------------------------ Adj R-squared =0.2723 Total | 39433.9482 151 261.151975 Root MSE =13.78541 Res. dev. =1225.905 3-parameter asymptotic regression, passby = b0 + b1*b2^A ------------------------------------------------------------------------ passby | Coef. Std. Err. t P>|t| 95% Conf.Interval] -------------+---------------------------------------------------------- b0 | 11.59292 10.68695 1.08 0.280 -9.52 32.71048 b1 | 34.10476 9.433555 3.62 0.000 15.4 52.74559 b2 | .998132 .0011685 854.19 0.000 .995 1.000441 ------------------------------------------------------------------------ * Parameter b0 taken as constant term in model & ANOVA table (SEs, P values, CIs, and correlations are asymptotic approximations) (2) . nl exp2 : passby A in 1/152 (obs =3D 152) Iteration 0: residual SS =3D 29510.02 Iteration 1: residual SS =3D 28427.14 Iteration 2: residual SS =3D 28426.97 Iteration 3: residual SS =3D 28426.97 Source | SS df MS Number of obs =152 -------------+------------------------------ F( 2, 150) =468.32 Model | 177506.602 2 88753.3012 Prob > F =0.0000 Residual | 28426.9672 150 189.513115 R-squared =0.8620 -------------+------------------------------ Adj R-squared =0.8601 Total | 205933.57 152 1354.82612 Root MSE =13.76638 Res. dev. =1226.502 2-parameter exp. growth curve, passby =3D b1*b2^A ------------------------------------------------------------------------ passby | Coef. Std. Err. t P>|t|[95% Conf.interval] -------------+---------------------------------------------------------- b1 | 44.54536 2.038308 21.85 0.000 40.51785 48.57286 b2 | .9988862 .0001727 5783.22 0.000 .9985449 .9992275 ------------------------------------------------------------------------ (SEs, P values, CIs, and correlations are asymptotic approximations) PLEASE NOTE: Florida has a very broad public records law. Most written communications to or from the Town of Jupiter officials and employees regarding public business are public records available to the public and media upon request. Your e-mail communications may be subject to public disclosure. Under Florida law, e-mail addresses are public records. If you do not want your e-mail address released in response to a public records request, do not send electronic mail to this entity. Instead, contact this office by phone or in writing. The views expressed in this message may not necessarily reflect those of the Town of Jupiter. If you have received this message in error, please notify us immediately by replying to this message, and please delete it from your computer. Thank you. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/