I am comparing two different models (multiple linear model).
Basically the explanatory variables remain the same while response variable are different.
$Model\ 1 - Y_1 = X_1+X_2+X_3$
$Model\ 2 - Y_2 = X_1+X_2+X_3$
I have results from R for both models.
I am just wondering if two of these results eg $F$-statistics, $p$-value, $R^2$, RSS are comparable. So can I say model 1 is better because p-value is smaller. etc ?
From what I learned from class, I only compared models which had the same response variable and different explanatory variables.