Re: st: Low varability in dependent as a reason for period differing regression results?

["Birk Teuchert" <b.teuchert@gmx.de>]

Thanks for the quick reply Nick!

could you explain more precisely how i do the plots and what you with a different scale (i.e. the commands -glm or link(log)-?

Regarding your third point: i dont think that the predictors should play different roles in the two regressions..


Thanks a lot
-------- Original-Nachricht --------
> Datum: Tue, 15 Jan 2013 12:09:00 +0000
> Von: Nick Cox <njcoxstata@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: Low varability in dependent as a reason for period differing regression results?

> 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??
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