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Re: st: Effects of Restrictions on R2


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Effects of Restrictions on R2
Date   Mon, 13 Aug 2007 12:22:14 -0500

At 11:02 AM 8/13/2007, Erasmo Giambona wrote:
Dear Olga and Richard,
Thanks for your help. One is is still unclear to me. I get
unrestricted coefficients which are statistically different and also
much different in size (from the restricted ones) but with very
similar R2. Would that mean that although the coefficients appear
different for the two models, they are statistically
indistringuishable from each other?
Thanks,
Erasmo
No. In the unconstrained model, you should be seeing that, compared to the constrained model, one effect is larger in magnitude while the other is smaller. You're getting similar R^2 values but you are getting them in different ways.


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL: Richard.A.Williams.5@ND.Edu
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