卡方增量（X2 change）和r2增量(delta R-square)显著性水平检验在Stata中如何实现？

好东西，谢谢分享~~

陌上小熊遇小兔 发表于 2013-3-17 17:26
Vuong命令用来检验非嵌套的回归方程R-square增量的显著性，那么请问各位如何检验嵌套的回归方程R-square增量 ...

请问您的问题解决了吗？如果是在SPSS里面坐hierarchical regression，如何来检验R2增量的显著性水平呢？非常感谢，望赐教！

求教一下如下一个stata问题。

有一组数据，每个数据是回归出来的数值（有自己的标准误、显著性等），我现在要检验这所有数据均值的显著性，stata该怎么做呢？

变量x，标准误d

x1 (d1）
x2 (d2)
x3 (d3)

stata 如何做  (x1+x2+x3)/3  的显著性检验？

http://www.stata.com/statalist/archive/2009-01/msg00910.html
这里边介绍的非常清楚，亲测可用

Is there a way in Stata to determine whether or not the change in R-squared is statistically significant? In other words, if I enter the second block of variables into my model, and there is an increase in R-squared, how can I determine if that change (from block 1 to block 2) is statistically significant? Thank you!


You can use either the -nestreg- or test commands. e.g. if block1 has x1, x2, and x3, and block2 has x4, x5 and x6, either of the following would work:

reg y x1 x2 x3 x4 x5 x6
test x4 x5 x6

or else

nestreg: reg y (x1 x2 x3) (x4 x5 x6)