Posterior distribution for the multiple correlation coefficient with fixed regressors

DOI10.1016/0304-4076(78)90050-7MaRDI QIDQ1251041zbMATH OpenOpenAlexFDO

Authors S. James Press, Arnold Zellner

Publication date 1978

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(78)90050-7

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

Cites work

• Bayesian Estimation in Multivariate Analysis
• scientific article; zbMATH DE number 3123545 (Why is no real title available?)
• scientific article; zbMATH DE number 3153624 (Why is no real title available?)
• scientific article; zbMATH DE number 802685 (Why is no real title available?)
• scientific article; zbMATH DE number 3426640 (Why is no real title available?)
• scientific article; zbMATH DE number 3307119 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables

Cited in

(10)

• Learning about the across-regime correlation in switching regression models
• Mean and variance of \(R^ 2\) in small and moderate samples
• S-values: conventional context-minimal measures of the sturdiness of regression coefficients
• Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination
• Bayes estimation of the multiple correlation coefficient
• The estimation ofR²and adjustedR²in incomplete data sets using multiple imputation
• Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes
• Bayesian estimation of explained variance in ANOVA designs
• Geometric goodness of fit measure to detect patterns in data point clouds
• Information importance of predictors: concept, measures, Bayesian inference, and applications

This page was built for publication: Posterior distribution for the multiple correlation coefficient with fixed regressors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1251041)