首页 | 本学科首页   官方微博 | 高级检索  
     


Bootstrapping R and adjusted R in regression analysis
Authors:Kazuhiro Ohtani  
Abstract:
In this paper, using the bootstrap method, we consider to estimate 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 bootstrap standard errors are considerably accurate estimates of the exact ones. It is also shown that although the bootstrap 95% confidence interval 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 is used.
Keywords:Adjusted R2   Bootstrap   Confidence interval   Precision   R2
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号