When a comparison begins with than or as, your choice of a pronoun will depend on your intended meaning. To test for the correct pronoun, mentally complete the sentence: My roommate likes football more than I [do].
We is the subject of the verb are, which is understood: Canadians are better off than we [are]. If the correct English seems too formal, you can always add the verb.
This sentence means that we respected no other candidate as much as we respected her. Her is the direct object of the understood verb respected.