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  • Partial R-squared

    Hi Statalist,

    I have been trying to obtain the Partial R2 of my models - however I think the method I am using is wrong, since they are constant across specifications.

    I first run (1 endogenous variable): ivreg2 growth gdp0 polity inflation govsize mgdp ssa i.year (aid = l1.aid l1.aidpol l1.aid2), robust cluster(countrynum) first
    Followed by: mat list e(first)

    This returns a value of 0.5395 for partial R2 for aid.

    I then have two endogenous variables: ivreg2 growth gdp0 polity inflation govsize mgdp ssa i.year (aid aidpol= l1.aid l1.aidpol l1.aid2), robust cluster(countrynum) first
    Followed by mat list e(first)

    This, again, returns a value of 0.5395 for partial R2 for aid. Does anybody know where I am going wrong; these values shouldn't be the same.

    Many thanks in advance,

    Simon
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