Note: the command rsquare is not built into Stata, you need to download the
program from ATS from within Stata.
use http://www.gseis.ucla.edu/courses/data/gpa
rsquare gpa greq grev mat ar
Regression models for dependent variable : gpa
R-squared models with 1 predictor variable
0.3735 greq
0.3381 grev
0.3651 mat
0.3853 ar
R-squared models with 2 predictor variables
0.4852 greq grev
0.5830 greq mat
0.5033 greq ar
0.4935 grev mat
0.5155 grev ar
0.4923 mat ar
R-squared models with 3 predictor variables
0.6170 greq grev mat
0.5716 greq grev ar
0.6102 greq mat ar
0.5719 grev mat ar
R-squared models with 4 predictor variables
0.6405 greq grev mat ar