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# Re: st: obtaining R squared after xtabond

 From Anastasiya Zavyalova To statalist@hsphsun2.harvard.edu Subject Re: st: obtaining R squared after xtabond Date Wed, 2 Feb 2011 11:46:25 -0500

```Hey Nick,

Thank you for the quick response.

```
I have calculated R sq for both of my models after the xtabond estimation. They are both 0.99, but Model 2 has five more variables than Model 1.
```
```
For Model 1: Wald chi2(21) = 3664.36 Prob > chi2 = 0.0000 For Model 2: Wald chi2(26) = 3867.88 Prob > chi2 = 0.0000
```
```
How can I find out from this information how much more variance is explained by Model 2 than Model 1 and which model has the best fit? Is there a way to compare whether the two Chi sqrd statistics are significantly different?
```
Thanks again.

Annie

On Feb 2, 2011, at 4:27 AM, Nick Cox wrote:

```
```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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