Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models
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Publication:3155346
DOI10.1081/STA-120037265zbMath1135.62353MaRDI QIDQ3155346
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Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120037265
62J05: Linear regression; mixed models
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Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models, Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables, Unnamed Item, Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
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