search for: rsquaredbs

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2007 Sep 13
5
statistics - hypothesis testing question
I estimate two competing simple regression models, A and B where the LHS is the same in both cases but the predictor is different ( I handle the intercept issue based on other postings I have seen ). I estimate the two models on a weekly basis over 24 weeks. So, I end up with 24 RSquaredAs and 24 RsquaredBs, so essentally 2 time series of Rsquareds. This doesn't have to be necessarily thought of as a time series problem but, is there a usual way, given the Rsquared data, to test H0 : Rsquared B = Rsquared A versus H1 : Rsquared B > Rsquared A so that I can map the 24 R squared numbers into...