Article ID Journal Published Year Pages File Type
10525797 Statistics & Probability Letters 2013 6 Pages PDF
Abstract
This paper studies the efficiency of the coefficient of determination (RFPE2) based on final prediction error which is proposed by Rousson and Goşoniu (2007), and compares it with conventional goodness-of-fit measures (R2,Ra2) in linear regression models with both normal and non-normal disturbances.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On efficiency properties of an R-square coefficient based on final prediction error
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