MEAN AND VARIANCE OF R2 IN SMALL AND MODERATE SAMPLES

[1] Barten A., 1962, STAT NEERL, V16, P151, DOI [DOI 10.1111/J.1467-9574.1962.TB01062.X, 10.1111/J.1467-9574.1962.TB01062.X]

[2] DAVIS PJ, 1964, HDB MATH FUNCTIONS, P253

[3] The sampling variability of linear and curvilinear regressions - A first approximation to the reliability of the results secured by the graphic "successive approximation" method [J]. ANNALS OF MATHEMATICAL STATISTICS, 1930, 1 (01): : 275 - 276

[4] Ezekiel M., 1930, METHODS CORRELATION

[5] Fisher RA, 1924, PHIL T ROY SOC LOND, V213, P89

[6] The selection of variates for use in prediction with some comments on the general problem of nuisance parameters [J]. ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 : 271 - 283

[7] JOHNSON NL, 1970, DISTRIBUTIONS STATIS, V2

[8] CORRELATION COEFFICIENT IN GENERAL LINEAR MODEL [J]. EUROPEAN ECONOMIC REVIEW, 1970, 1 (03) : 401 - 427

[9] PRESS SJ, 1978, J ECONOMETRICS, V8, P307

[10] SCHOENFELD P, 1969, METHODEN OEKONOMETRI, V1

[1] Barten A., 1962, STAT NEERL, V16, P151, DOI [DOI 10.1111/J.1467-9574.1962.TB01062.X, 10.1111/J.1467-9574.1962.TB01062.X]

[2] DAVIS PJ, 1964, HDB MATH FUNCTIONS, P253

[3] The sampling variability of linear and curvilinear regressions - A first approximation to the reliability of the results secured by the graphic "successive approximation" method [J]. ANNALS OF MATHEMATICAL STATISTICS, 1930, 1 (01): : 275 - 276

[4] Ezekiel M., 1930, METHODS CORRELATION

[5] Fisher RA, 1924, PHIL T ROY SOC LOND, V213, P89

[6] The selection of variates for use in prediction with some comments on the general problem of nuisance parameters [J]. ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 : 271 - 283

[7] JOHNSON NL, 1970, DISTRIBUTIONS STATIS, V2

[8] CORRELATION COEFFICIENT IN GENERAL LINEAR MODEL [J]. EUROPEAN ECONOMIC REVIEW, 1970, 1 (03) : 401 - 427

[9] PRESS SJ, 1978, J ECONOMETRICS, V8, P307

[10] SCHOENFELD P, 1969, METHODEN OEKONOMETRI, V1