<p>对模型：Y=a0+a1*X1+a2*X2+a3*X3&nbsp;， 分别两个时期pre 和post 进行回归, 我想比较在哪个时期，X1 X2 X3对Y 的解释能力更强。即：</p><p>reg Y X1 X2 X3 if pre==1</p><p>reg Y X1 X2 X3 if post==1</p><p>想请问如何比较这两个模型R2是否存在显著差异？是用vuong test 吗？在STATA中应当怎样实现？非常感谢大家！！谢谢！！</p>
should not be comparing the two C.I.'s. Intead, construct either C.I. and see if that C.I. include the other POINT estimate or not. This is equivalent to significance test at alpha=.05.
If you are comparing if two C.I.'s overlap or not. The alpha level becomes: .05*.05=.0025.
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