標題: | Improved shrinkage estimation of squared multiple correlation coefficient and squared cross-validity coefficient |
作者: | Shieh, Gwowen 管理科學系 Department of Management Science |
關鍵字: | bias;maximum likelihood estimator;mean square error;multiple linear regression;shrinkage estimator |
公開日期: | 1-Apr-2008 |
摘要: | The sample squared multiple correlation coefficient is widely used for describing the usefulness of a multiple linear regression model in many areas of science. In this article, the author considers the problem of estimating the squared multiple correlation coefficient and the squared cross-validity coefficient under the assumption that the response and predictor variables have a joint multinormal distribution. Detailed numerical investigations are conducted to assess the exact bias and mean square error of the proposed modifications of established estimators. Notably, the positive-part Pratt estimator and the synthesis of Browne and positive-part Pratt estimators are recommended in the estimation of squared multiple correlation coefficient and squared cross-validity coefficient, respectively, for their overall advantages of incurring the least amount of statistical discrepancy and computational requirement. |
URI: | http://dx.doi.org/10.1177/1094428106292901 http://hdl.handle.net/11536/14235 |
ISSN: | 1094-4281 |
DOI: | 10.1177/1094428106292901 |
期刊: | ORGANIZATIONAL RESEARCH METHODS |
Volume: | 11 |
Issue: | 2 |
起始頁: | 387 |
結束頁: | 407 |
Appears in Collections: | Articles |
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