*! version 1.0 10sept2015

help sqmc

Title

sqmc --- Squared multiple correlation

Description

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.

sqmc reports 95% confidence intervals for the resulting
squared multiple correlations as well.

KW: multiple correlation
KW: communality
KW: factor

Examples

. use http://www.ats.ucla.edu/stat/stata/output/m255, clear

. keep item13-item18

. sqmc item13 item14 item15 item16 item17 item18

Author

Mehmet Mehmetoglu
Department of Psychology
Norwegian University of Science and Technology
mehmetm@svt.ntnu.no