Test of difference in R-squared

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

oksanakim
Posts: 58
Joined: Wed Apr 04, 2012 10:38 am

Test of difference in R-squared

Postby oksanakim » Wed Apr 04, 2012 10:44 am

Hello guys,

I am estimating two regressions, for which independent and dependent variables are the same, except for the sample compositions and the time periods are different. Is there any way I could perform test of difference in adjusted R-squared for such regressions? Either manually or in Eviews? My understanding is that the F-test wouldn't work because I do not deal with "restricted versus unrestricted" regressions case. The seemingly unrelated regressions - I would also doubt that this is what I have here..... Any advice will be appreciated. Thank you.

oksanakim
Posts: 58
Joined: Wed Apr 04, 2012 10:38 am

Re: Test of difference in R-squared

Postby oksanakim » Mon Apr 30, 2012 3:04 pm

Hello again

I realized i might need to perform the Cramer's test, since I estimate the same model but for two different samples. Does anyone know how to model the Cramer's stats in Eviews? Thanks a lot.


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests