I have performed two different linear regressions on the same dataset. Each regression is performed considering a different variable as input:

model 1: y = b0_1 + b1 x1

model 2: y = b0_2 + b2 x2

I obtain b2 > b1 and R^2(model 2) > R^2(model 1). I would like to test whether this difference is statistically significant or not. Is there a test that allows to do that (provided that both models are performed on the same population, and that they have the same number of degrees of freedom)?

Thank you very much in advance for your help!



Browse other questions tagged or ask your own question.