Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Statistically significant difference in R Squared
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Statistically significant difference in R Squared
Date
Thu, 23 Aug 2012 17:56:03 +0100
I don't think the question makes much sense inferentially for several
quite different reasons. But looking at the residuals as a function of
time and seeing whether they vary systematically could be a very
sensible and helpful check.
Nick
On Thu, Aug 23, 2012 at 5:09 PM, Aniruddha Rajan
<[email protected]> wrote:
> I am running a time-series regression model over a 10 year period. I would
> be interested in splitting the sample into two five year periods and finding
> out whether the model has a statistically significantly higher R^2 during
> the second period as compared to the first. Is there a test for this, and if
> so is it possible to implement in 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/