Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Natalie Trapp <natalie.trapp@zmaw.de> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Comparison of the R-squared in a loglog and linear model |
| Date | Thu, 17 Jun 2010 13:27:40 +0200 |
Thank you very much! On 6/17/2010 12:10 PM, Richard Goldstein wrote:
there have been attempts in Stata; in my opinion the best of these is -brsq- from an old STB (type -findit brsq-); of course, as one of the authors, I'm undoubtedly somewhat biased; look carefully at the STB article to ensure it does what you want and to see some references to other attempts Rich On 6/17/10 6:01 AM, Natalie Trapp wrote: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 --------------------------* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/