Re: st: Effects of Restrictions on R2

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 11:02 AM 8/13/2007, Erasmo Giambona wrote:
> Dear Olga and Richard,
> Thanks for your help. One is is still unclear to me. I get
> unrestricted coefficients which are statistically different and also
> much different in size (from the restricted ones) but with very
> similar R2. Would that mean that although the coefficients appear
> different for the two models, they are statistically
> indistringuishable from each other?
> Thanks,
> Erasmo
No.  In the unconstrained model, you should be seeing that, compared 
to the constrained model, one effect is larger in magnitude while the 
other is smaller.  You're getting similar R^2 values but you are 
getting them in different ways.


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Richard Williams, Notre Dame Dept of Sociology
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