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.
Test of difference in R-squared
Moderators: EViews Gareth, EViews Moderator
Re: Test of difference in R-squared
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.
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.
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