You could use the Bayesian information criterion (BIC) to compare the models.
Scott Millis
--- On Sat, 4/25/09, TA Stat <[email protected]> wrote:
> From: TA Stat <[email protected]>
> Subject: st: Comparing two models
> To: [email protected]
> Date: Saturday, April 25, 2009, 12:49 AM
> I have two different datasets with the same dependent and
> independent
> variable. For each dataset, regression analysis was used
> to identify
> the extent to which the independent variable can predict
> the dependent
> variable for each datasets. What is statistics to compare
> those two
> statistical models (from two datasets)? I have to compare
> model fits
> and parameter estimated such as beta-coefficients, right?
>
> Thanks
> Pete
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