hypothesis testing comparing 2 multiple regression models?

Question

Hi guys, I beg u to help me with this:

Currently I have 2 models
y1 = a1*x1 + b1*z1 + c1
y2 = a2*x2 + b2*z2 + c2

y1 is taken from 18 data samples.
y2 is taken from 72 data samples.

I want to perform null hypthesis as a1 = a2, b1=b2, c1=c2.
My goal is to show that first model is different than second model.

Do u know some links or books that can be useful to me?
or maybe u can help me to figure out what I should do.....
Thanks so much.... I'm so desperate with this...

Answer 1

From what you've written above I don't think you can test your null hypothesis from the given models because the variables are different in the different models.

You could maybe test the difference between a1 and a2 with a null hypothesis that a1=a2 in the following

y=a1*x
y=a2*x

Answer 2

R2 is ineffective, it will enhance each time you upload a variable, any variable, even a random one. in case you decide directly to apply regression for prediction, you will desire to verify out Adjusted R2 or p-cost of F-stat. in case you decide directly to be taught results of a single variable, you decide on that variable to be important (use its p-cost), yet you in addition to would desire to incorporate proper controls into regression.