I have a techincal issue with stata: I need to calculate the SSE of a regression model, but the automatic output just gives me RMSE; I need SSE of this constrained model because I have to test if this model is better than the completely-free model. SPSS gives me the SSE value in the regression output, but I don't know how to calculate a constrained linear regression with this model. Help me please! Thank you in advance
If you are insane enough to literally try to compute the difference of the two sums of squares and relate it to an F distribution, you can certainly do that:
All the crap starting from
I would even go as far as to say that the reason they've written statistical software is that you won't have to do all the coding, introducing errors (statistical errors, code typos, references to wrong data, etc.) along the way.