r-squared

[Mike-704]

Hello

I am testing a model and I have a question about r-squared.
I found that when I added an additional path to the model, the r-squared
for the DV increased, even though the path coefficients leading to it
decreased. Can anyone think of any possible explanation for this? I wonder
if it could be related to the standard error?

I'd greatly appreciate any thoughts on this -- or general guidance on
factors taht impact r-squared.

Thanks so much
Mike Wagner
Teachers College, Columbia University

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[Jason Ferris-3]

Hi Mike,
If by 'path' you mean added an additional variable then the change in r2
would be a result of more information being explained by the new
variable.  The decrease in the coefficients to the previous model would
most likely be the result of the new additional variable having an (as
yet) unmeasured interaction with the existing variable(s).

Also, by adding in new variables it is likely that your total N has
reduced due to missing values in your new variable.  The 'complete case'
analysis may be biased due to the causes of the missing values (this
could have some impact on r2).

Jase

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
Mike
Sent: Tuesday, 28 July 2009 1:08 AM
To: [hidden email]
Subject: r-squared

Hello

I am testing a model and I have a question about r-squared.
I found that when I added an additional path to the model, the r-squared
for the DV increased, even though the path coefficients leading to it
decreased. Can anyone think of any possible explanation for this? I
wonder
if it could be related to the standard error?

I'd greatly appreciate any thoughts on this -- or general guidance on
factors taht impact r-squared.

Thanks so much
Mike Wagner
Teachers College, Columbia University

=====================
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