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

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)

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

Related Items

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, Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

Cites Work

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• Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness
• Is Pitman Closeness a Reasonable Criterion?
• The coefficient of determination and its adjusted version in linear regression models
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