Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models

Abstract

In this article we present formulae for the determination of Pitman Nearness in comparing the coefficient of determination with its adjusted version in regression models for a given sample size. We generalize this finding to compare R² with a nonnegative parts version of the adjusted R². We compare our small, medium, and large sample results with the asymptotic results of Kumar and Srivastava (2004).

Key Words:

• Coefficient of determination
• Pitman Nearness