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Some Distributional Properties of Sample Coefficient of Determination and its Adjusted Version |
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PP: 1-14 |
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doi:10.18576/jsapl/080101
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Author(s) |
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Manoj Kumar,
Vikas Bist,
Man Inder Kumar,
Jerome P. Keating,
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Abstract |
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| In this paper, the efforts have been made to analyze the skewness & kurtosis of sampling distribution of R2 and R2a evolving the large sample asymptotic theory. The distributional properties such as mean and variance of the coefficient of determinations and its adjusted version have been re-visited to affirm the efficiency of proposed work. In section 2, we describe the model, population and sample parameters for the goodness of fit along with other related terms. The sampling distributions of statistics along with distributional properties have been discussed in section 3. Lastly, the derivations of results utilized for deriving main results are provided in the appendix.
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