An evaluation of the reconstructed coefficient of determination and potential adjustments |
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Authors: | Tatjana Miljkovic Megan Orr |
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Affiliation: | 1. Department of Statistics, Miami University, Oxford, Ohio, USA;2. Department of Statistics, North Dakota State University, Fargo, North Dakota, USA |
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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. |
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Keywords: | Coefficient of determination EM algorithm Linear models Regression Right censoring |
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