st: Comparing two response variables

[Debs Majumdar <debs_stata@yahoo.com>]

Hello,

   I was asked this question today "Is there any way one can say one dependent 
variable is better than the other for the following situation?"

  Suppose, you have two response variables Y1 and Y2 on the same metric, one a 
composite of 8 items and the other with 10 items (same 8 items + 2 other). You 
have two predictors (X1 and X2, say) and you run the following regressions:

 Y1 = a_0 + a_1*X1 + a_2*X2 + e1

 Y2 = b_0 + b_1*X1 + b_2*X2 + e2

Is there anyway to prove Y1 is a better measure for the trait we are measuring 
when compared to Y2?

I don't have a clear cut answer for this. Is using `-sureg' appropriate for this 
case? Any help is appreciated.

Thank you,

Debs



      
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