Estimate accuracy of the Sample determination Coefficient R2 and R2 for the multiple regression models
| المصدر: | المجلة المصرية للدراسات التجارية |
|---|---|
| الناشر: | جامعة المنصورة - كلية التجارة |
| المؤلف الرئيسي: | Abo Raya, Mohamed Mahmoud Nasr (Author) |
| المجلد/العدد: | مج36, ع2 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2012
|
| الصفحات: | 1 - 24 |
| رقم MD: | 660226 |
| نوع المحتوى: | بحوث ومقالات |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
عدد مرات التحميل
19
| المستخلص: |
In this paper, using the usual and smoothed bootstrap methods, we consider estimating the standard errors of R2 and which are measures of their precision, and to construct their confidence intervals. It is shown by Monte Carlo experiments that the smoothed bootstrap standard errors are more accurate estimates of usual bootstrap method. It is also shown that although the usual and smoothed bootstrap 95% confidence intervals of R2 do not include the true value of the parent coefficient of determination in some particular cases, such a phenomenon does not occur when R2 is used. |
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