This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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343
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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| Abstract - #307631 |
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Title:
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Properties of the Positive-Part Adjusted Squared Multiple Correlation Coefficient
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Author(s):
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Joseph Franklin Lucke*+
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Companies:
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State University of New York at Buffalo
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Address:
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Research Insitute on Addictions (SUNY Buffalo), Buffalo, NY, 14203-1016,
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Keywords:
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squared multiple correlation ;
adjusted R^2 ;
Fisher's A statistic ;
positive-part adjusted R^2
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Abstract:
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The sample squared multiple correlation coefficient R^2 from a multivariate normal distribution is an upwardly biased estimator of the population squared multiple correlation coefficient. To reduce the bias, Fisher proposed his well-known adjusted estimator A. This estimator is an improvement over R^2, being only slightly negatively biased. Unfortunately, it can yield negative estimates. To remedy this defect, A+ = \max(A,0) is used in practice. The purpose of the presentation is to show the distribution and moments of A+.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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