SQMC: Stata module to compute squared multiple correlation

Mehmet Mehmetoglu ()
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Mehmet Mehmetoglu: Norwegian University of Science and Technology

Statistical Software Components from Boston College Department of Economics

Abstract: sqmc computes the variance each variable shares with the remaining variables in a correlation matrix. Each variable is regressed on the remaining variables using OLS and the resulting R-square values would represent the squared multiple correlations.

Language: Stata
Requires: Stata version 13
Keywords: correlation; multiple correlation; R-squared; regression (search for similar items in EconPapers)
Date: 2015-09-18
Note: This module should be installed from within Stata by typing "ssc install sqmc". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/sqmc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sqmc.sthlp help file (text/plain)

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