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Re: st: Effects of Restrictions on R2


From   "Erasmo Giambona" <e.giambona@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Effects of Restrictions on R2
Date   Tue, 14 Aug 2007 05:55:40 -0400

Richard,
Thanks very much.
Erasmo

On 8/13/07, Richard Williams <Richard.A.Williams.5@nd.edu> wrote:
> 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.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
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