A Note on the Use of R-squared in Model Selection
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KeywordsAdjusted R squared; Schwarz Information Criterion BIC; Neyman-Pearson Testing; Nonsense Correlations;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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