r-squared

  1. A

    Derive Sargan Statistics for 2SLS

    Hello. I am trying to show that the Sargan statistics of a classical linear 2SLS estimation can be expressed as the form nR^2, assuming homoscedasticity. I start with the original form of Sargan statistics: S=N x (e’Pz e)/(e’e) Where n is the sample size, Pz= Z(Z’Z)^-1Z’ and Z is the nxL...
  2. P

    Does endogeneity affect the R-squared estimated in variance partitioning?

    Hi, I have a likely very simple question but I can’t get my head around the answer. I want to estimate which part of the variance in a firm's return on asset (ROA) can be attributed to year effects, industry effects, firm effects and finally CEO effects. I run an OLS regression to which I...
  3. B

    Fisher r to z transform / significance test for two different values of r^2

    Short version: I have two values of r^2 from Pearson's correlation, one from a control group (.713) and one for an experimental (.527), and I would like to quantitatively compare the difference in how well/poorly the points in each group cluster around their fit line. Long Version: The data...
  4. E

    Interpreting strength of prediction re: R2

    Hi there, I was looking for some clarification regarding how to calculate/write up a full inferential interpretation of a linear regression model's strength of prediction, in terms of the obtained R2 (i.e. R-Squared) value. What kind of data needs to be included in writing up such an...
  5. L

    Improvement of predicitve power in logistic regression - when is it significant?

    I've posted this in another forum before but didn't get answers, so I try it here again I'm running a hierarchical logistic regression to find out if/how block 2 improves the predicted power in addition to block 1, so what I need is the value that is equal to ΔR2 in blockwise multiple...
  6. J

    How to calculate "expected" value given correlation coefficient, etc.?

    I have two independent variables: number of stores per metro area (about 100 areas) and number of actual visitors. I was able to figure out (or rather had Tableau figure out) that the two have an R-squared of 0.61 (r=0.78), so there is a strong correlation, which I would expect. I also have...
  7. A

    a method for calculating the proportional mediating effect

    Dear All Hi I am Amir from Iran where we have no a well know psychologist especially in quantitative.I am not good in mediation. I used Preacher And Hayes (2008) SPSS Macro For Multiple Mediation of variable (FSFI). I found that there is a mediation role in my results. However, it is very...
  8. D

    Linear regression-Urgent help required

    I'm kind of freaking out as I have a presentation next week but there is a problem with my results that I have to present. I am doing linear regression looking at the effect that different foods have on BMI etc, however no matter WHAT I do, the r-squared value is working out ridiculously low...