On efficiency properties of an \(R\)-square coefficient based on final prediction error

DOI10.1016/j.spl.2013.06.021zbMath1463.62208OpenAlexW1990762810MaRDI QIDQ2435749

Yun Wang

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.021

zbMATH Keywords

mean squared errorbiasgoodness-of-fitcoefficient of determinationfinal prediction error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

• An \(R\)-square coefficient based on final prediction error
• Mean and variance of \(R^ 2\) in small and moderate samples
• The coefficient of determination and its adjusted version in linear regression models
• Finite Sample Econometrics

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