A choice of the regression maximizing an unbiased estimate of the coefficient of determination
AbstractA form for an unbiased estimate of the coefficient of determination of a linear regression model is obtained. It is calculated by using a sample from a multivariate normal distribution. This estimate is proposed as an alternative criterion for a choice of regression factors
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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 12 (2008)
Issue (Month): 4 ()
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Web page: http://appliedeconometrics.cemi.rssi.ru/
coefficient of determination; unbiased estimate;
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