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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 |
| Affiliation: | a Department of Statistics, Lucknow University, Lucknow, Indiab 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 (R2) Bias Mean Squared Error Non-Normal Errors |
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