The Small Sample Properties of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models

Soha Othman Ahmed Mohamed;

Abstract


There are some techniques for obtaining 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 provide the results, which hold fo


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Title The Small Sample Properties of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
Other Titles خصائص العينات الصغيرة لمعامل التحديد ونسخته المعدله في نماذح الانحدار الخطي
Authors Soha Othman Ahmed Mohamed
Keywords The Small Sample Properties of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
Issue Date 2009
Description 
There are some techniques for obtaining 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 provide the results, which hold fo

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