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st: Comparing regression coefficients


From   "Mahometa, Michael J" <michael.mahometa@ssc.utexas.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Comparing regression coefficients
Date   Wed, 27 Feb 2013 22:54:05 +0000

Hi all,

I've been hunting for a solution, but haven't really found one. Here's the set up:
Two regression models

Regress outcome demo1 demo2 demo3 variable1
Regress outcome demo1 demo2 demo3 variable2

The *only* thing different is the use of variable2 over variable1 as a predictor in the model - same outcome, same covariates. Is there a way to compare the impact of variable1 to variable2? Why am I drawing a blank? Is it as simple as saying "the R2 is better for the second model, so variable 2 is better?"

Thanks in advance,
Michael



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