Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   Natalie Trapp <[email protected]>
To   [email protected]
Subject   Re: st: Comparison of the R-squared in a loglog and linear model
Date   Thu, 17 Jun 2010 12:01:36 +0200

Thank you Maarten.

That's right, an R-square comparison is meaningful only if the dependent variable is the same for both models.

Can I not maybe obtain the antilog predicted values for the log log model and compute the R-squared between the antilog of the observed and predicted values. And then compare this R-square with the R-square obtained from OLS estimation of the linear model?

There are other statistical programs that can do this automatically, but as I work with Stata, I'd rather do it with this program.



On 6/17/2010 11:49 AM, Maarten buis wrote:
--- 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
--------------------------




*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index