The coefficient of determination and its adjusted version in linear regression models

DOI10.1080/07474939508800317zbMath0832.62061OpenAlexW2012950438MaRDI QIDQ4853098

Aman Ullah, Anil K. Srivastava, Virendra K. Srivastava

Publication date: 3 December 1995

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939508800317

zbMATH Keywords

mean squared errorquadratic formsbiascoefficient of determinationnon-normal errorscomparative study of efficiency properties

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (7)

Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models ⋮ Goodness of fit for generalized shrinkage estimation ⋮ On efficiency properties of an \(R\)-square coefficient based on final prediction error ⋮ Coefficient of determination for multiple measurement error models ⋮ Goodness of fit in nonparametric regression modelling ⋮ Unnamed Item ⋮ Goodness of fit in restricted measurement error models

Cites Work

• The exact moments of OLS in dynamic regression models with non-normal errors
• On the expectation of a ratio of quadratic forms in normal variables
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• Mean and variance of \(R^ 2\) in small and moderate samples
• Properties of shrinkage estimators in linear regression when disturbances are not normal
• EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS

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