Difference between centered and uncentered R-square
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Anu Thakur
Mar 14, 2016, 1:37:10 AM3/14/16
to DataAnalysis
Dear Group members...
Could anyone tell me the difference between centered R-square and uncentered R-square.
With Regards...
Anu Thakur
Neeraj Kaushik
Mar 14, 2016, 4:41:44 AM3/14/16
to dataanalysistraining
Dear Anu
Plz aware where you've read these terms?
Best wishes
Neeraj
--
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--------------
Thanks & Regards
Dr Neeraj Kaushik
Associate Professor & Head
Department of Business AdministrationAssociate Professor & Head
Anu Thakur
Mar 14, 2016, 4:53:31 AM3/14/16
to DataAnalysis
Sir while applying Two stage least square in Stata software as shown below:
IV (2SLS) estimation
--------------------
Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity
Number of obs = 1452
F( 9, 1442) = 36.66
Prob > F = 0.0000
Total (centered) SS = 2084.473318 Centered R2 = 0.1339
Total (uncentered) SS = 4106.999358 Uncentered R2 = 0.5604
Residual SS = 1805.31681 Root MSE = 1.115
------------------------------------------------------------------------------
| Robust
tobinsq | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ttd | .8790844 .2554162 3.44 0.001 .3784779 1.379691
phycapint | -.9360945 .1764207 -5.31 0.000 -1.281873 -.5903163
logsales | .1500358 .0291882 5.14 0.000 .092828 .2072437
advertising | 4.568412 .8286259 5.51 0.000 2.944335 6.192489
leverage | -.0063029 .0016269 -3.87 0.000 -.0094916 -.0031142
capital | .0074232 .0024545 3.02 0.002 .0026125 .0122339
skill | 1.58863 1.211782 1.31 0.190 -.786419 3.963679
d1 | -.2861258 .084563 -3.38 0.001 -.4518661 -.1203855
d2 | .3750626 .0828002 4.53 0.000 .2127772 .537348
_cons | -.4605832 .2845968 -1.62 0.106 -1.018383 .0972163
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic): 98.337
Chi-sq(2) P-val = 0.0000
------------------------------------------------------------------------------
Weak identification test (Kleibergen-Paap rk Wald F statistic): 61.720
Stock-Yogo weak ID test critical values: 10% maximal IV size 19.93
15% maximal IV size 11.59
20% maximal IV size 8.75
25% maximal IV size 7.25
Source: Stock-Yogo (2005). Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments): 0.547
Chi-sq(1) P-val = 0.4596
------------------------------------------------------------------------------
Instrumented: ttd
Included instruments: phycapint logsales advertising leverage capital skill d1
d2
Excluded instruments: indattr indsalatt
Dropped collinear: d3
------------------------------------------------------------------------------
With Regards...
Anu Thakur
Dear AnuPlz aware where you've read these terms?Best wishesNeeraj
On Mon, Mar 14, 2016 at 11:07 AM, Anu Thakur <anu.th...@gmail.com> wrote:
--Dear Group members...Could anyone tell me the difference between centered R-square and uncentered R-square.With Regards...Anu Thakur
Protocols of this Group:
1. Plz search previous post in group before posing the question.
2. Don't write query in someone's post. Always use the option of New topic for the new question. You can do this by writing to dataanalys...@googlegroups.com
3. Its better to give a proper subject to your post/query. It'll help others while searching.
4. Never write Open ended queries. This group intend to help research scholars NOT FOR WORK THEM.
5. Never write words like URGENT in ur posts. People will help them when they are free.
6. Never upload any info about National Seminars/Conferences. Send such info on personal emails. And feel free to share any RESEARCH related info.
7. No Happy New Year, Happy Diwali, Happy Holi, Happy B'day, Happy Anniversary etc. allowed on this group.
8. Few months back there was a facility for asking & sharing the Research Papers. Now there is no provision of asking for the research paper here.
Let’s make a better research environment.
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