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The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors - MaRDI portal

The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors (Q2366913)

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The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors
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    The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors (English)
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    13 September 1993
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    mean square error
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    small sample behavior
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    misspecified model
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    stochastic regressors
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    numerical estimates
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    bias
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    MSE
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