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Re: st: Comparing regression coefficients


From   daniel klein <klein.daniel.81@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Comparing regression coefficients
Date   Thu, 28 Feb 2013 01:36:41 +0100

Michael,

I guess a first step would be to define what "better" means. If
"better" is defined as "whatever variable yields the higher
R-squared", than yes, variable 2 is better.

However, a high R-squared seems not to be what you are looking for,
since you are asking for a comparisson of regression coefficients, not
coefficients of determination.

Maybe someone comes up with an idea, if you tell us a little more
about the substantive research question you want to answer comparing
the two models.

Best
Daniel

-- 
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?"
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