A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method (Q4301035)
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scientific article; zbMATH DE number 605485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method |
scientific article; zbMATH DE number 605485 |
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A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method (English)
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6 February 1995
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linear structural form model
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multiple correlation coefficient
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measure of goodess-of-fit
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criterion for model selection
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instrumental variables
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residuals
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prediction errors
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