Question

I have two regression models.

same independent variable and same control variables in both.

The only diferrence is the dependent variable.

in my findings what do I discuss? my AR 2 for one is .267 and the other is .046.

in my findings do I talk about the difference between the adjusted r square value?

thank you!

Answer 1

The adjusted R-squared increases only if the new term improves the model more than would be expected by chance. It decreases when a predictor improves the model by less than expected by chance.

It is a statistical measure of how close the data are to the fitted regression line. 0% indicates that the model explains none of the variability of the response data around its mean. 100% indicates that the model explains all the variability of the response data around its mean.

So, assuming in your case 0.267 is the first one, and 0.046 is the second one

It can be said that the first model is better than the second.