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st: FW: Model SS/R-square in nl
From
"CJ Lan" <[email protected]>
To
<[email protected]>
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)
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