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st: Adjusted R-squared comparison
From
Panagiotis Manganaris <[email protected]>
To
[email protected]
Subject
st: Adjusted R-squared comparison
Date
Wed, 06 Feb 2013 11:22:17 +0200
Dear all,
I need to compare two adjusted r-squared of the same model for two
different periods of time (each one spans for a period of years). So
far, I have split my data in two groups, those that belong to the
period 1998-2004 and those that belong to the period 2005-2011. Then I
used xtreg on the same model for each group of data. I've derived
their adjusted r-squared and I want to know if those two adjusted
r-squared are significantly different from each other.
Thank you all in advance.
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