Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: Statistically significant difference in R Squared


From   Aniruddha Rajan <aniruddha.rajan@googlemail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Statistically significant difference in R Squared
Date   Thu, 23 Aug 2012 17:09:07 +0100

Hi all,

I am running a time-series regression model over a 10 year period. I would be interested in splitting the sample into two five year periods and finding out whether the model has a statistically significantly higher R^2 during the second period as compared to the first. Is there a test for this, and if so is it possible to implement in Stata?

Many thanks for any help.

Kind regards,
Ani


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index