Soha Othman Ahmed Mohamed

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