完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | Shieh, Gwowen | en_US |
dc.date.accessioned | 2014-12-08T15:20:05Z | - |
dc.date.available | 2014-12-08T15:20:05Z | - |
dc.date.issued | 2008-04-01 | en_US |
dc.identifier.issn | 1094-4281 | en_US |
dc.identifier.uri | http://dx.doi.org/10.1177/1094428106292901 | en_US |
dc.identifier.uri | http://hdl.handle.net/11536/14235 | - |
dc.description.abstract | 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. | en_US |
dc.language.iso | en_US | en_US |
dc.subject | bias | en_US |
dc.subject | maximum likelihood estimator | en_US |
dc.subject | mean square error | en_US |
dc.subject | multiple linear regression | en_US |
dc.subject | shrinkage estimator | en_US |
dc.title | Improved shrinkage estimation of squared multiple correlation coefficient and squared cross-validity coefficient | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1177/1094428106292901 | en_US |
dc.identifier.journal | ORGANIZATIONAL RESEARCH METHODS | en_US |
dc.citation.volume | 11 | en_US |
dc.citation.issue | 2 | en_US |
dc.citation.spage | 387 | en_US |
dc.citation.epage | 407 | en_US |
dc.contributor.department | 管理科學系 | zh_TW |
dc.contributor.department | Department of Management Science | en_US |
dc.identifier.wosnumber | WOS:000253949700010 | - |
dc.citation.woscount | 10 | - |
顯示於類別: | 期刊論文 |