Goodness of fit in the linear model without a constant term |
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| Authors: | F. A. G. Windmeijer |
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| Affiliation: | Department of Statistics, Faculty of Economics and Commerce, The Australian National University, Canberra ACT 0200, Australia |
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| Abstract: | Some properties of two goodness-of-fit measures are analysed in the case the linear model does not contain a constant term. One measure is proposed by Batten (1987), the other is the squared sample correlation coefficient. In particular, attention is paid to the bias and moments of the measures. |
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| Keywords: | constant term R2 bias moments |
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