Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models

DOI10.1081/STA-120037265MaRDI QIDQ3155346zbMATH OpenOpenAlexFDO

Authors

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
• The sample coefficient of determination and its adjusted version under Pitman nearness, when disturbances are not necessarily normal
• Comparison of regression estimators using Pitman measures of nearness.
• scientific article; zbMATH DE number 2147395
• Comparison of Linear Estimators Using Pitman's Measure of Closeness

Cites work

• scientific article; zbMATH DE number 108514 (Why is no real title available?)
• Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness
• Improved estimation under Pitman's measure of closeness
• Is Pitman Closeness a Reasonable Criterion?
• Mean and variance of \(R^ 2\) in small and moderate samples
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• Pitman nearness comparisons of Stein-type estimators for regression coefficients in replicated experiments
• The coefficient of determination and its adjusted version in linear regression models

Cited in

(6)

• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
• The sample coefficient of determination and its adjusted version under Pitman nearness, when disturbances are not necessarily normal
• 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
• scientific article; zbMATH DE number 2147395 (Why is no real title available?)
• Some applications of multinominal theorem in solving algebraic expressions under linear models

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