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

Author:

KEATING JEROME P.,MASON ROBERT L.

Publisher

Informa UK Limited

Subject

Statistics and Probability

Reference16 articles.

1. Anderson, T. W. (1984). An Introduction to Multivariate Statistical Analysis . 2nd ed.New York: John Wiley & Sons, Inc.

2. Cramer, J. S. (1987). Mean and variance of R2 in small andmoderate samples. J. Econometrics 35:253–266.

3. Edwards, J. B. (1969). The relation between the F test and R¯ 2. Amer. Statist. 23:28.

4. Ezekiel, M. (1930). Methods of Correlation Analysis . New York: John Wiley & Sons, Inc.

5. Fisher, R. A. (1928). The general sampling distribution of the multiple correlation coefficient. Proc. Roy. Soc. London A , 121:654–673.

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