The coefficient of determination and its adjusted version in linear regression models
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Publication:4853098
DOI10.1080/07474939508800317zbMath0832.62061OpenAlexW2012950438MaRDI QIDQ4853098
Aman Ullah, Anil K. Srivastava, Virendra K. Srivastava
Publication date: 3 December 1995
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939508800317
mean squared errorquadratic formsbiascoefficient of determinationnon-normal errorscomparative study of efficiency properties
Related Items (7)
Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models ⋮ Goodness of fit for generalized shrinkage estimation ⋮ On efficiency properties of an \(R\)-square coefficient based on final prediction error ⋮ Coefficient of determination for multiple measurement error models ⋮ Goodness of fit in nonparametric regression modelling ⋮ Unnamed Item ⋮ Goodness of fit in restricted measurement error models
Cites Work
- The exact moments of OLS in dynamic regression models with non-normal errors
- On the expectation of a ratio of quadratic forms in normal variables
- Moments of the ratio of quadratic forms in non-normal variables with econometric examples
- Mean and variance of \(R^ 2\) in small and moderate samples
- Properties of shrinkage estimators in linear regression when disturbances are not normal
- EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
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