This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 343
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #307631
Title: Properties of the Positive-Part Adjusted Squared Multiple Correlation Coefficient
Author(s): Joseph Franklin Lucke*+
Companies: State University of New York at Buffalo
Address: Research Insitute on Addictions (SUNY Buffalo), Buffalo, NY, 14203-1016,
Keywords: squared multiple correlation ; adjusted R^2 ; Fisher's A statistic ; positive-part adjusted R^2

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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