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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Low varability in dependent as a reason for period differing regression results? |
| Date | Tue, 15 Jan 2013 12:09:00 +0000 |
Plot observed vs predicted and residual vs predicted for each regression. You can do this regardless of how complicated each regression is. R-square is the square of the correlation between observed and predicted for plain regression, so such graphs make explicit what underlies each R-square. With a difference of means that is an order of magnitude, you may be better off modelling on some different scale, e.g. -glm, link(log)-. You do also need to check whether predictors play similar roles in each case. Nick On Tue, Jan 15, 2013 at 12:00 PM, Birk Teuchert <b.teuchert@gmx.de> wrote: > I have problems identifying the reasons for the differing results for 2 different time periods (the general regression equation is the same for both periods) i would like to do my analysis seperatly with. > How can I identify possible reasons for the differing results? > > I had a look at the descriptives and indeed I noticed that mean (10 times higher) and SD (4 times hihger) of my dependent is a lot higher for one time period which results in an R2 of 30% compared to 4% in the other time period. > > Is this difference in the distribution of the dependent variable enough to explain the different results or how do I identify possible other explanations?? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/