On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
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- Nadarajah Saralees, 2007. "A Truncated Bivariate t Distribution," Stochastics and Quality Control, De Gruyter, vol. 22(2), pages 303-313, January.
- Akio Namba & Kazuhiro Ohtani, 2007. "Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion," Statistical Papers, Springer, vol. 48(1), pages 151-162, January.
- Namba, Akio & Ohtani, Kazuhiro, 2006. "PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 898-906, May.
- Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
- Akio Namba, 2001. "MSE performance of the 2SHI estimator in a regression model with multivariate t error terms," Statistical Papers, Springer, vol. 42(1), pages 81-96, January.
- Cheng, C.-L. & Shalabh, & Garg, G., 2014. "Coefficient of determination for multiple measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 137-152.
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