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Re: st: about residuals and coefficients
From
Richard Williams <[email protected]>
To
[email protected], "[email protected]" <[email protected]>
Subject
Re: st: about residuals and coefficients
Date
Mon, 02 Sep 2013 07:54:54 -0500
At 04:57 AM 9/2/2013, Kayla Bridge wrote:
Dear all,
I am currently running a simple regression, and try to explain the
coefficients. The model and estimation results are the following.
y=5.41+1.24*x1+.28*x2, R2=0.7, N=20
(0.58) (3.4) (2.56)
The t-stats are in parentheses.
I'd like to know how much (in terms of percentage) of the change in
y is accounted for by change in x1, and how much change in y by change in x2.
Unless x1 and x2 are uncorrelated, you can't say something like x1
accounts for 40% and x2 accounts for 60%. I'm guessing -pcorr- comes
closest to what you want. Read the manual entry as it is much more
detailed than the program help.
Another question is: can I use [sum(residual^2)]/[sum((y-ybar)^2)],
where ybar is the mean value of the dependent variable, to say
something about percentage of residual, like smaller percentage of
residuals implies that x1 and x2 are good explanatory factors for y?
Why don't you just use R^2? I could be wrong, but your formula looks
like 1 - R^2.
Any suggestion is greatly appreciated.
Best,
Kayla
-------------------------------------------
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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