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Bootstrapping R2 and adjusted R2 in regression analysis

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  • Ohtani, Kazuhiro

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  • Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
    • Handle: RePEc:eee:ecmode:v:17:y:2000:i:4:p:473-483
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    1. Jeyaratnam, S., 1992. "Confidence intervals for the correlation coefficient," Statistics & Probability Letters, Elsevier, vol. 15(5), pages 389-393, December.
    2. Meepagala, Gaminie, 1992. "The small sample properties of R2 in a misspecified regression model with stochastic regressors," Economics Letters, Elsevier, vol. 40(1), pages 1-6, September.
    3. Carrodus, Mark L. & Giles, David E. A., 1992. "The exact distribution of R2 when the regression disturbances are autocorrelated," Economics Letters, Elsevier, vol. 38(4), pages 375-380, April.
    4. Ohtani, Kazuhiro & Hasegawa, Hikaru, 1993. "On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables," Econometric Theory, Cambridge University Press, vol. 9(3), pages 504-515, June.
    5. Cramer, J. S., 1987. "Mean and variance of R2 in small and moderate samples," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 253-266, July.
    6. Koerts, J. & Abrahamse, A. P. J., 1970. "The correlation coefficient in the general linear model," European Economic Review, Elsevier, vol. 1(3), pages 401-427.
    7. Ohtani, Kazuhiro, 1994. "The density functions of R2 and , and their risk performance under asymmetric loss in misspecified linear regression models," Economic Modelling, Elsevier, vol. 11(4), pages 463-471, October.
    8. Brownstone, David, 1990. "Bootstrapping improved estimators for linear regression models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 171-187.
    9. Yi, Gang, 1991. "Estimating the variability of the Stein estimator by bootstrap," Economics Letters, Elsevier, vol. 37(3), pages 293-298, November.
    10. Press, S. James & Zellner, Arnold, 1978. "Posterior distribution for the multiple correlation coefficient with fixed regressors," Journal of Econometrics, Elsevier, vol. 8(3), pages 307-321, December.
    11. Chi, Xie Wen & Judge, George, 1985. "On assessing the precision of Stein's estimator," Economics Letters, Elsevier, vol. 18(2-3), pages 143-148.
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    4. Streukens, Sandra & Leroi-Werelds, Sara, 2016. "Bootstrapping and PLS-SEM: A step-by-step guide to get more out of your bootstrap results," European Management Journal, Elsevier, vol. 34(6), pages 618-632.
    5. Arora, Richa & Behera, Shuvashish & Sharma, Nilesh Kumar & Kumar, Sachin, 2017. "Augmentation of ethanol production through statistically designed growth and fermentation medium using novel thermotolerant yeast isolates," Renewable Energy, Elsevier, vol. 109(C), pages 406-421.
    6. Kleijnen, Jack P.C. & Deflandre, David, 2006. "Validation of regression metamodels in simulation: Bootstrap approach," European Journal of Operational Research, Elsevier, vol. 170(1), pages 120-131, April.
    7. Sorin Daniel MANOLE & Corina PETRESCU & Ramona Ioana VLADA, 2016. "Determinants of household loans," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(609), W), pages 89-102, Winter.
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