Skip to main content
1 of 3
RndmSymbl
  • 205
  • 1
  • 8

Well, assuming all of your modelling assumptions are fulfilled, the modelling techniques do not differ and also assuming R^2 is the only model characteristic that differs between the models, I would consider a Student’s t-test (assumptions permitting) or Wilcoxon-Mann-Whitney test on the R^2s. In any case I would try to get a larger sample (costs permitting).

You can read more about different model selection measures, particularly AIC, here.

If different modelling techniques were used you may find this interesting.

RndmSymbl
  • 205
  • 1
  • 8