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Re: st: Comparison of the R-squared in a loglog and linear model


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparison of the R-squared in a loglog and linear model
Date   Thu, 17 Jun 2010 09:49:41 +0000 (GMT)

--- On Thu, 17/6/10, Natalie Trapp wrote:
> I would like to compare the R-squared of a log log model
> and a linear model to find out which has the better fit. Is
> there a tool in Stata with which I can compare the R-square
> of the log log model with the R-square obtained from OLS
> estimation of the linear model?

Comparing R-squares only makes sense when you don't change 
the dependent variable: the proportion of variance explained
depends both the how much you explain and on how much variance
you had to begin with. A non-linear transformation like taking
the logarithm will influence the variance of your dependent
variable, making the R-squares of the linear model and the
log-log model incomparable.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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