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From |
Richard Goldstein <richgold@ix.netcom.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 17 Jun 2010 06:10:22 -0400 |

there have been attempts in Stata; in my opinion the best of these is -brsq- from an old STB (type -findit brsq-); of course, as one of the authors, I'm undoubtedly somewhat biased; look carefully at the STB article to ensure it does what you want and to see some references to other attempts Rich On 6/17/10 6:01 AM, Natalie Trapp wrote: > 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/

**Follow-Ups**:**Re: st: Comparison of the R-squared in a loglog and linear model***From:*Natalie Trapp <natalie.trapp@zmaw.de>

**References**:**Re: st: Comparison of the R-squared in a loglog and linear model***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Comparison of the R-squared in a loglog and linear model***From:*Natalie Trapp <natalie.trapp@zmaw.de>

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