Improving on Adjusted R-Squared
The amount of variance explained is widely reported for quantifying the model fit of a multiple linear regression model. The default adjusted R-squared estimator has the disadvantage of not being unbiased. The theoretically optimal Olkin-Pratt estimator is unbiased. Despite this, it is not being use...
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| Format: | Article |
| Language: | English |
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University of California Press
2020-09-01
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| Series: | Collabra: Psychology |
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| Online Access: | https://www.collabra.org/articles/343 |