On the coefficient of multiple determination in a linear regression model

DOI10.1007/BF03178925MaRDI QIDQ5123751zbMATH OpenOpenAlexFDO

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

risk functionsecond-order admissibilityshrinkage estimator

Mathematics Subject Classification ID

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

Recommendations

• Estimation of the coefficient of multiple determination
• Bayes estimation of the multiple correlation coefficient
• 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 robust coefficient of determination for regression

Cites work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Estimation of the coefficient of multiple determination
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3153624 (Why is no real title available?)
• scientific article; zbMATH DE number 3733078 (Why is no real title available?)
• scientific article; zbMATH DE number 3763055 (Why is no real title available?)
• scientific article; zbMATH DE number 40987 (Why is no real title available?)
• scientific article; zbMATH DE number 1467803 (Why is no real title available?)
• 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

(9)

• Estimation of the coefficient of multiple determination
• A study over the formulation of the parameters 5 or less independent variables of multiple linear regression
• scientific article; zbMATH DE number 1594526 (Why is no real title available?)
• Point estimation of the coefficient of determination
• On association in regression: the coefficient of determination revisited
• scientific article; zbMATH DE number 950703 (Why is no real title available?)
• The coefficient of determination in the ridge regression
• Estimation of the Proportion of the Variance Explained by Regression, When the Number of Parameters in the Model May Depend on the Sample Size
• Relation between the coefficients of simple and multiple regression models

This page was built for publication: On the coefficient of multiple determination in a linear regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5123751)