I would like to compare two models with each other. However, these two models have different sample sizes. The first model has 5000 observations and the second model has 15000 observations.

Both models have the same dependent and indepent variables: Y= a + bX1+cX2 + dX3 + .......


My goals is to research which model has the highest explanatory power..


I was looking at the R squared and the adjusted R squared, but I cannot use these indicators because the sample sizes are not the same....

Could someone help me out!

Thanks in advance.

Best,

Noud