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An evaluation of the reconstructed coefficient of determination and potential adjustments
Authors:Tatjana Miljkovic  Megan Orr
Affiliation:1. Department of Statistics, Miami University, Oxford, Ohio, USA;2. Department of Statistics, North Dakota State University, Fargo, North Dakota, USA
Abstract:Previously, a method was proposed for calculating a reconstructed coefficient of determination in the case of right-censored regression using the expectation–maximization (EM) algorithm. This measure is assessed via simulation study for the purpose of evaluating the utility of model fit. Further, several reconstructed adjusted coefficients of determination are proposed and compared via simulation study for the purpose of model selection. The application of these proposed measures is illustrated on a real dataset.
Keywords:Coefficient of determination  EM algorithm  Linear models  Regression  Right censoring
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