线性回归模型中的决定系数及其调整版本

The coefficient of determination and its adjusted version in linear regression models

Econometric Reviews · 1995
被引 87 · 同刊同年前 6%
人大 A-ABS 3

中文导读

比较了线性回归模型中决定系数及其调整版本在扰动项非正态时的效率性质,帮助研究者判断是否使用调整R方。

Abstract

This article presents a comparative study of the efficiency properties of the coefficient of determination and its adjusted version in linear regression models when disturbances are not necessarily normal.

决定系数调整决定系数线性回归模型非正态扰动