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Volumn 35, Issue 2, 2013, Pages 84-88

Using the coefficient of determination R2 to test the significance of multiple linear regression

Author keywords

Beta distribution; Coefficient of determination; Linear regression; R2; Teaching

Indexed keywords


EID: 84875760708     PISSN: 0141982X     EISSN: 14679639     Source Type: Journal    
DOI: 10.1111/j.1467-9639.2012.00525.x     Document Type: Article
Times cited : (42)

References (10)
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    • Graphs in statistical analysis
    • Anscombe, F.J. (1973). Graphs in statistical analysis. American Statistician, 27, 17-21.
    • (1973) American Statistician , vol.27 , pp. 17-21
    • Anscombe, F.J.1
  • 3
    • 0000087587 scopus 로고
    • Mean e variance of R2 in small and moderate samples
    • Barten, A.P. (1987). Mean e variance of R2 in small and moderate samples. Journal of econometrics, 35, 253-266.
    • (1987) Journal of econometrics , vol.35 , pp. 253-266
    • Barten, A.P.1
  • 4
    • 84875765256 scopus 로고
    • Why is the R squared adjusted reported?
    • Cameron, S. (1993). Why is the R squared adjusted reported? Journal of Quantitative Economics, 9(1), 183-186.
    • (1993) Journal of Quantitative Economics , vol.9 , Issue.1 , pp. 183-186
    • Cameron, S.1
  • 5
    • 84978574530 scopus 로고
    • Note on unbiased estimation of the squared multiple correlation coefficient
    • Cramer, J.S. (1962). Note on unbiased estimation of the squared multiple correlation coefficient. Statistica Neerlandica, 35, 151-163.
    • (1962) Statistica Neerlandica , vol.35 , pp. 151-163
    • Cramer, J.S.1
  • 6
    • 0039712605 scopus 로고    scopus 로고
    • Assessing goodness-of-fit of asset pricing models: The distribution of the maximal R2
    • Foster, F.D, Smith, T. and Whaley, R.E. (1997). Assessing goodness-of-fit of asset pricing models: The distribution of the maximal R2. Journal of Finance, LII(2), 591-607.
    • (1997) Journal of Finance , vol.52 , Issue.2 , pp. 591-607
    • Foster, F.D.1    Smith, T.2    Whaley, R.E.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.