Note: the command rsquare is not built into Stata, you need to download the
program from ATS from within Stata.
use http://www.philender.com/courses/data/gpa, clear
rsquare gpa greq grev mat ar
Regression models for dependent variable : gpa
R-squared Mallows' C SEE MSE models with 1 predictor
0.3735 17.56 6.5373 0.2335 greq
0.3381 20.03 6.9068 0.2467 grev
0.3651 18.15 6.6251 0.2366 mat
0.3853 16.74 6.4143 0.2291 ar
R-squared Mallow's C SEE MSE models with 2 predictors
0.4852 11.79 5.3713 0.1989 greq grev
0.5830 5.00 4.3512 0.1612 greq mat
0.5033 10.54 5.1829 0.1920 greq ar
0.4935 11.22 5.2854 0.1958 grev mat
0.5155 9.69 5.0557 0.1872 grev ar
0.4923 11.30 5.2974 0.1962 mat ar
R-squared Mallow's C SEE MSE models with 3 predictors
0.6170 4.63 3.9960 0.1537 greq grev mat
0.5716 7.79 4.4701 0.1719 greq grev ar
0.6102 5.11 4.0674 0.1564 greq mat ar
0.5719 7.77 4.4674 0.1718 grev mat ar
R-squared Mallow's C SEE MSE models with 4 predictors
0.6405 5.00 3.7515 0.1501 greq grev mat ar