Re: st: Comparison of the R-squared in a loglog and linear model

[Natalie Trapp <natalie.trapp@zmaw.de>]

Thank you Maarten.

That's right, an R-square comparison is meaningful only if the dependent 
variable is the same for both models.

Can I not maybe obtain the antilog predicted values for the log log 
model and compute the R-squared between the antilog of the observed and 
predicted values. And then compare this R-square with the R-square 
obtained from OLS estimation of the linear model?

There are other statistical programs that can do this automatically, but 
as I work with Stata, I'd rather do it with this program.



On 6/17/2010 11:49 AM, Maarten buis wrote:
> --- On Thu, 17/6/10, Natalie Trapp wrote:
>    
> > I would like to compare the R-squared of a log log model
> > and a linear model to find out which has the better fit. Is
> > there a tool in Stata with which I can compare the R-square
> > of the log log model with the R-square obtained from OLS
> > estimation of the linear model?
> >      
> Comparing R-squares only makes sense when you don't change
> the dependent variable: the proportion of variance explained
> depends both the how much you explain and on how much variance
> you had to begin with. A non-linear transformation like taking
> the logarithm will influence the variance of your dependent
> variable, making the R-squares of the linear model and the
> log-log model incomparable.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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