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The coefficient of determination and its adjusted version in linear regression models |
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| Authors: | Anil K Srivastava Virendra K Srivastava Aman Ullah |
| Institution: | 1. Department of Statistics , Lucknow University , Lucknow, India;2. Department of Economics , University of California , Riverside, CA, U.S.A |
| Abstract: | This article presents a comparative study of the efficiency properties of the coefficient of determination and its adjusted version in linear regression models when disturbances are not necessarily normal. |
| Keywords: | Regression Models Quadratic Forms Coefficient of Determination (R 2) Bias Mean Squared Error Non-Normal Errors |