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Communications in Statistics - Theory and Methods Volume 33, 2004 - Issue 7
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Original Articles

Pitman Nearness and Concentration Probability Comparisons of the Sample Coefficient of Determination and Its Adjusted Version in Linear Regression Models

Manoj Kumar Department of Mathematical Sciences, University of Arkansas, Fayetteville, Arkansas, USA; Department of Mathematical Sciences, University of Arkansas, Fayetteville, AR, 72701, USACorrespondence[email protected]
&
V. K. Srivastava Department of Statistics, Lucknow University, Lucknow, India
Pages 1629-1641 | Published online: 15 Feb 2007
 
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Abstract

Sample coefficient of determination and its adjusted version are two popular measures for the goodness of fit in linear regression models. Their performance properties under the criteria of Pitman nearness and concentration probability are analyzed using large sample approximations and are compared with those under the criteria of bias and mean squared error.

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