I have 2 continuous outcome (independent) variables, A and B, and 1 dependent variable (biomarker) that are all very correlated. I would like compare the outcome variables in relation to the biomarker and assess whether the biomarker is able to explain more of A or of B. 

Is there a way to statistically compare the Rsqr values of the 2 models for example? 

I was also thinking of doing a wald test after a regression using the dependent variable as outcome and the 2 outcome variables as dependent variables; but the units of the outcome variables are different.

I work in STATA, R and SPSS, any type of code could really help. 

Thanks!