Can you compare coefficient of determination $R^2$ fitted to two distinct sets of data?

by user1696420   Last Updated October 09, 2019 21:19 PM

I have a simple linear regression model Weight = Height * $\beta_1$ + $\beta_0$. Can I pick only men, fit model 1, get an $R_{men}^2$, and do the same for women with $R_{women}^2$, and compare these two?

Or only the explanatory variables' change can be compared, i.e., use only men, and add $\beta_2$*Age and compare $R_{men,h}^2$ and $R_{men,h,a}$?

Thank you very much.

Tags : regression

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