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Re: st: rsquare Command


From   "Carl Mastropaolo" <[email protected]>
To   <[email protected]>
Subject   Re: st: rsquare Command
Date   Fri, 7 Oct 2011 11:58:45 -0400

Hi Daniel

Will try to re-upload.

Thanx,
Carl


----- Original Message ----- 
From: "daniel klein" <[email protected]>
To: <[email protected]>
Sent: Friday, October 07, 2011 11:49 AM
Subject: Re: st: rsquare Command


I think -rsquare- is

package rsquare from http://www.ats.ucla.edu/stat/stata/ado/analysis
---------------------------------------------------------------------------------------------

TITLE
      rsquare. Display R-Square for all possible regressions.

DESCRIPTION/AUTHOR(S)
      Philip B. Ender
      Statistical Computing and Consulting
      UCLA Office of Academic Computing
      [email protected]

      STATA ado and hlp files in the package
      distribution-date: 20021001

Try

. qui reg y1 x17 x18 x19
. rsquare y1 x19 if e(sample)
. rsquare y1 x17 x18 x19

and compare the results. The changes in R2 values are probably due to
missing values and resulting differences in the estimation sample.

Best
Daniel

--

[...]
Now I add a third indy variable, x17.  Why should the R^2 value for the
simple model  y1  vs  X19 now change to  .0624 from the original value of
.0596?
[...]
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