On the coefficient of multiple determination in a linear regression model

DOI10.1007/BF03178925zbMATH Open1454.62218OpenAlexW2015286361MaRDI QIDQ5123751FDOQ5123751

Authors: Nabendu Pal, Wooi Khai Lim 

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03178925

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zbMATH Keywords

shrinkage estimatorrisk functionsecond-order admissibility

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Estimation of the coefficient of multiple determination
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Cited In (8)

• Title not available (Why is that?)
• Relation between the coefficients of simple and multiple regression models
• On association in regression: the coefficient of determination revisited
• Title not available (Why is that?)
• Estimation of the Proportion of the Variance Explained by Regression, When the Number of Parameters in the Model May Depend on the Sample Size
• Point estimation of the coefficient of determination
• A study over the formulation of the parameters 5 or less independent variables of multiple linear regression
• The coefficient of determination in the ridge regression

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