Is there a way to test for the significance of the difference-in-differences in adj. R²s in Stata?
Let's say I have four subgroups: pre-treatment, pre-control, post-treatment, post-control and I want to figure out whether the difference-in-differences of the adj. R² of the same regression (e.g., R² of Y = b0 + b1*X + e) conducted for each of the four subgroups is signficant.
In other words, is (adj. R²(post-treatment) - adj. R²(pre-treatment)) - ((adj. R²(post-control) - adj. R²(pre-control)) signficant?
I read somewhere that it might be possible to bootstrap the adj. R² of each regression and then test for the difference-in-differences, but I am not sure if this would be an appropriate approach?
Thanks a lot!