The Relationship of Corrected R Squared and Incremental T-Statistics.
Purchase Print Copy
| Format | List Price | Price | |
|---|---|---|---|
| Add to Cart | Paperback4 pages | $20.00 | $16.00 20% Web Discount |
The use of corrected [R] squared in incremental [t]-statistics as a criterion for stopping a stepwise regression program is questioned. This Note argues that such use is equivalent to including those variables whose incremental [t]-statistic is greater than one in absolute value; that is, including variables whose estimated coefficient exceeds the estimated standard error in absolute value. Thus there appears little or no need for regression packages to output corrected [R] squared. It is also stated that uncorrected [R] squared is a better estimator of the population squared multiple correlation coefficient. 4 pp.
This report is part of the RAND Corporation Paper series. The paper was a product of the RAND Corporation from 1948 to 2003 that captured speeches, memorials, and derivative research, usually prepared on authors' own time and meant to be the scholarly or scientific contribution of individual authors to their professional fields. Papers were less formal than reports and did not require rigorous peer review.
This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit www.rand.org/pubs/permissions.
The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.