Dear list members,
I have the following problem. Suppose you have two regression models
which are not nested (i.e. it is not possible to arrive at one model by
simply removing variables from the other model). I would like to
determine (by comparing the R-square values) whether one model fits the
data better than the other. Could anyone provide a reference on this
subject.
Thanks in advance,
Jerry Welkenhuysen-Gybels
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