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Re: st: Change in explained variance
From
Richard Williams <[email protected]>
To
[email protected], "[email protected]" <[email protected]>
Subject
Re: st: Change in explained variance
Date
Mon, 17 Sep 2012 23:22:57 -0500
At 09:51 PM 9/17/2012, Thomas Didier wrote:
Hi all,
I am running a multinomial logit model and would like to determine
whether the inclusion of an explanatory variable in the model
increases the percentage of explained variance in a statistically
significant manner. I am concerned that when running the model with
and without the variable of interest, its impact is diluted by a
substitution effect.
Would an F-test (Fisher) be appropriate for such measurement and can
it be run on Stata?
Thank you in advance for your help,
I would do something like
mlogit y x1 x2 x3
est store m1
mlogit y x1 x2 x3 x4
est store m2
lrtest m1 m2, stats
or else
mlogit y x1 x2 x3 x4
test x4
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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