The small sample properties of the coefficient of determination and its adjusted version in linear regression models /
خصائص العينات الصغيرة لمعامل التحديد ونسخته المعدلة فى نماذج الانحصار الخطيى
Soha Othman Ahmed Mohamed ; Supervised Ghazal Abdelaziz Amer , Alaa Ahmed Abdelaziz
- Cairo : Soha Othman Ahmed Mohamed , 2009
- 70Leaves : charts ; 30cm
Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
There are some techniques for obtaning the exact moments of econometric estimators and test Statistics . These techniques require the specification of the density of the data vector Y for example normal and they provid the results which hold for any size of the data . The exact results are however, diffcult to derive under a general non - normal framework
Approximate moments of R² Exact moments of R² The coefficient of determination R²