tag:blogger.com,1999:blog-2198942534740642384.post8066998928134413211..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Reporting an R-Squared Measure for Count Data ModelsDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-2198942534740642384.post-68193946627163707862019-10-27T13:33:20.728-07:002019-10-27T13:33:20.728-07:00R-squared is a positive monotonic function of the ...R-squared is a positive monotonic function of the usual F-statistic for testing that all of the slope coefficients are zero. In the same way, you can "allocate" R-squared so that it's parts are expressed in terms of similar functions of the F-statistics for testing that different sub-sets of the coefficients are jointly zero. So, there's really nothing to be added by such an "allocation". Just test the sub-set hypotheses that are of economic interest.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-40927441378258973422019-10-27T12:17:52.235-07:002019-10-27T12:17:52.235-07:00Thanks for the informative post Professor.
I have ...Thanks for the informative post Professor.<br />I have a question about the allocation of R² among regressors. some say that there is little point in doing so, but others say the opposite and developed algorithms for this purpose.<br />What do you think about this topic Professor?Anonymousnoreply@blogger.com