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, is already up and running.

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

st: Adjusted R-squared comparison

From   Panagiotis Manganaris <>
Subject   st: Adjusted R-squared comparison
Date   Wed, 06 Feb 2013 11:22:17 +0200

Dear all,

I need to compare two adjusted r-squared of the same model for two different periods of time (each one spans for a period of years). So far, I have split my data in two groups, those that belong to the period 1998-2004 and those that belong to the period 2005-2011. Then I used xtreg on the same model for each group of data. I've derived their adjusted r-squared and I want to know if those two adjusted r-squared are significantly different from each other.

Thank you all in advance.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index