Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models

DOI10.1081/STA-120037265zbMath1135.62353OpenAlexW2068902343MaRDI QIDQ3155346

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Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120037265

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Comparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy Variables ⋮ Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models ⋮ Unnamed Item ⋮ Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

Cites Work

• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• Improved estimation under Pitman's measure of closeness
• Pitman nearness comparisons of Stein-type estimators for regression coefficients in replicated experiments
• Mean and variance of \(R^ 2\) in small and moderate samples
• Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness
• Is Pitman Closeness a Reasonable Criterion?
• The coefficient of determination and its adjusted version in linear regression models
• Unnamed Item

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