--- [email protected] [mailto:[email protected]] wrote:
> Do you reckon that now I can assess the significance of the difference between
> two R2's: R2_a and R2_b (obtained from the same model run on two different
> samples, a and b) using the boostrap SEs in the following way?
>
> (R2_a-R2_b)/sqrt[(SE_a)^2+(SE_b)^2]
The way to compare R squares is to use F-tests (as long as you are using the
same dependent variable). Though, I don't like the interpretation of a test
on "improvement" in R2. A much more sensible interpretation is as a test of
a constraint on the parameters, since it is the parameters that are of
substantive interest not the R2.
-- 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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