An \(R\)-square coefficient based on final prediction error

DOI10.1016/j.stamet.2006.11.004zbMath1248.62121MaRDI QIDQ713779

Nicoleta Francisca Goşoniu, Valentin Rousson

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2006.11.004

zbMATH Keywords

multiple linear regression; AIC; overfitting; FPE; explained variance; fitted model

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

Related Items

On efficiency properties of an \(R\)-square coefficient based on final prediction error

Uses Software

• alr3

Cites Work

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