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# Re: st: Adjusted R-squared comparison

 From John Antonakis To statalist@hsphsun2.harvard.edu Subject Re: st: Adjusted R-squared comparison Date Wed, 06 Feb 2013 11:37:27 +0100

I think that the only think you can do is to bootstrap the r-squares and see if their confidence intervals overlap.
```
To bootstrap you just do:

E.g.,

sysuse auto
bootstrap e(r2), seed(123) reps(1000) : reg price mpg weight

You will be interested in either:

e(r2_w)             R-squared within model
e(r2_o)             R-squared overall model
e(r2_b)             R-squared between model

See help xtreg with respect to saved results.

Let's see if others have other ideas.

Best,
J.

__________________________________________

John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management

University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
__________________________________________

On 06.02.2013 10:22, Panagiotis Manganaris wrote:
```
```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.
```

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