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| From | Nick Riches <nick.riches@newcastle.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: Query about bootstrapping and R-squared |
| Date | Wed, 7 Dec 2011 09:35:14 +0000 |
Hi This may be more of a general stats query than a Stata query, but any pointers would be most appreciated. I'm running a commonality analysis (identifying unique and shared contributions to R-squared). The reviewers have commented on the lack of power / overfitting (2 predictors, 23 observations), so I thought I'd run a bootstrapped version to compensate for overfitting. The trouble is, the R-squared from the bootstrapped regression is identical to the R-squared in the non-bootstrapped regression. In addition the value of R-squared is completely unaffected by the number of reps. I can't see why this is the case. Surely each time the program randomly resamples, a different regression line is drawn, parameters and residuals will vary and therefore R-squared will vary? Thanks Nick Riches P.S. Syntax = bootstrap, reps(100): regress x y z Dr Nick Riches Lecturer in Speech and Language Pathology Education Communication and Language Sciences (ECLS) King George VI building Queen Victoria Road Newcastle University NE1 7RU Tel - 0191 222 6518 (International +44 191 222 6518) * * 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/