-------------------------------------------------------------------------------
help: theilr2                                                        dialog: th
> eilr2
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        +-------+
    ----+ Title +------------------------------------------------------------

 theilr2: Theil R2 Multicollinearity Effect"

        +-------------------+
    ----+ Table of Contents +------------------------------------------------

     Syntax
     Options
     Description
     Saved Results
     References

 *** Examples

     Author

        +--------+
    ----+ Syntax +-----------------------------------------------------------

    theilr2 depvar indepvars [if] [in] [weight] , [ noconstant ]
 

        +---------+
    ----+ Options +----------------------------------------------------------

    options Description
    -------------------------------------------------------------------------

      noconstant
              suppress constant term

        +-------------+
    ----+ Description +------------------------------------------------------

  theilr2 computes Theil R2 Multicollinearity Effect, and Determinant of
    |X'X|
  more details in: [Theil(1971, p.179)], [Judge, et al(1988, p.870-872)]

        +---------------+
    ----+ Saved Results +----------------------------------------------------

    theilr2 saves the following in e():

   e(r2t)          Theil R2 Multicollinearity Effect
   e(dcor)         Determinant of |X'X|

        +------------+
    ----+ References +-------------------------------------------------------

    Judge, Georege, R. Carter Hill, William . E. Griffiths, Helmut Lutkepohl,
        & Tsoung-Chao Lee (1988) "Introduction To The Theory And Practice Of
        Econometrics", 2nd ed., John Wiley & Sons, Inc., New York, USA;
        870-872.

    Theil, Henri (1971) "Principles of Econometrics", John Wiley & Sons,
        Inc., New York, USA.

        +----------+
    ----+ Examples +---------------------------------------------------------

  (1) Example of Theil R2 Multicollinearity Effect in: [Judge, et al(1988,
    p.872)], for Klein-Goldberger data.

        clear all

        sysuse theilr2.dta, clear

        theilr2 y x1 x2 x3


. theilr2 y x1 x2 x3
-----------------------------------------------------------------
* Theil R2 Multicollinearity Effect
  R2 = 0 No Multicollinearity - R2 = 1 Multicollinearity

    - Theil R2:              (0 < 0.8412 < 1)
-----------------------------------------------------------------

* Determinant of |X'X|:
  |X'X| = 1 No Multicollinearity - |X'X| = 0 Multicollinearity

    Determinant of |X'X|:    (0 < 0.0779 < 1)
-----------------------------------------------------------------

        +--------+
    ----+ Author +-----------------------------------------------------------

  Emad Abd Elmessih Shehata
  Assistant Professor
  Agricultural Research Center - Agricultural Economics Research Institute - Eg
> ypt
  Email:   emadstat@hotmail.com
  WebPage:                http://emadstat.110mb.com/stata.htm
  WebPage at IDEAS:       http://ideas.repec.org/f/psh494.html
  WebPage at EconPapers:  http://econpapers.repec.org/RAS/psh494.htm

        +------------------+
    ----+ theilr2 Citation +-------------------------------------------------

    Shehata, Emad Abd Elmessih (2012)
    THEILR2: "Stata Module to Compute Theil R2 Multicollinearity Effect"

Also see

    Online: theilr2, ridgereg, (if installed).