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st: Adjusted R-squared comparison


From   Panagiotis Manganaris <mangan@econ.auth.gr>
To   statalist@hsphsun2.harvard.edu
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.


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