Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models

DOI10.1081/STA-200047458zbMath1066.62034OpenAlexW2139838692MaRDI QIDQ4678818

R. L. Mason, Jerome P. Keating

Publication date: 23 May 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-200047458

zbMATH Keywords

coefficient of determinationPitman nearness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (3)

Robust Bayesian Pitman closeness ⋮ 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 ⋮ Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted

Cites Work

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• Mean and variance of \(R^ 2\) in small and moderate samples
• Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models
• Range Preserving Unbiased Estimators in the Multinomial Case
• THE MEAN AND SECOND MOMENT COEFFICIENT OF THE MULTIPLE CORRELATION COEFFICIENT, IN SAMPLES FROM A NORMAL POPULATION
• A Note on the C p Statistic

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