On the coefficient of multiple determination in a linear regression model

DOI10.1007/BF03178925MaRDI QIDQ5123751zbMATHOpenAlexFDO

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

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)

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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
• Shrinkage estimation of a correlation coefficient and two examples with real life data-sets
• The pitman nearness criterion and its determination
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(8)

• On association in regression: the coefficient of determination revisited
• Estimation of the Proportion of the Variance Explained by Regression, When the Number of Parameters in the Model May Depend on the Sample Size
• 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
• scientific article; zbMATH DE number 1594526 (Why is no real title available?)
• Relation between the coefficients of simple and multiple regression models
• scientific article; zbMATH DE number 950703 (Why is no real title available?)
• Point estimation of the coefficient of determination

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