[Ali Malik]

Hi guys,

I have somewhat the same problem I want to solve, however, instead of looking at the difference in the coefficient I am interested in the difference in R2 between two subsamples of my dataset.

Here you can find my post:
https://www.statalist.org/forums/for...oss-subsamples

Any help or suggestions that would help me better understand and solve the problem would be much appreciated.

Many thanks, Ali