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st: RE: Comparing R-squares from two regressions


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: Comparing R-squares from two regressions
Date   Mon, 11 Jun 2007 16:14:21 +0200

--- [email protected] wrote:
>  is there a test in STATA to verify whether the difference between two
> R_squares is statistically significant? The models are estimated using
> different samples.

Differences in explained variance are almost never of substantive 
interest. The differences in parameter estimates are. In that case 
have a look at -suest-. 

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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