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# Re: st: obtaining R squared after xtabond

 From Nick Cox To statalist@hsphsun2.harvard.edu Subject Re: st: obtaining R squared after xtabond Date Wed, 2 Feb 2011 09:27:32 +0000

```It's best not to try assessing significance from R-squared. You should
try to test the extra variables for significance directly. -test- I
imagine to be the way to do it.

Otherwise, the difference in R-squared is just that. Calculate both
and subtract. I don't see what your difficulty is there.  The recipe
is not

correlate and square predicted and actual dependent variable

but

correlate predicted and actual dependent variable, and square

Nick

On Wed, Feb 2, 2011 at 2:05 AM, Anastasiya Zavyalova
<anastasiya.zavyalova@gmail.com> wrote:
> Hey all,
>
> How can I obtain an R-squared statistic after I run xtabond? I did the old
> school: correlated and squared predicted and actual dependent variable. The
> only problem is that I have two models, where Model 2 contains all the
> variables form Model 1 plus a couple more.  Reviewers need to know how much
> more variance Model 2 explains over Model 1. So: 1) how can I find out how
> much variance each model explains and 2) whether Model 2 explains
> significantly more variance than Model 1?
>
> Thank you.
>
> Annie
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```