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Article #423Adjusted r-squared as analogous to sample variance estimator
From: mglacy
Date: Thu, 20 Aug 1992 21:26
Date: Thu, 20 Aug 1992 21:26
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1441 bytes
After following the thread about the approporiate divisor for the sample variance, and the comments about the misconceptions and mistakes concerning it that are propogated in introductory textbooks, I was struck by an inconsistency. While most intro. books make considerable noise about the need to use n-1 to make the sample variance an unbiased estimator, virtually none of them consider the analogous correction to make the sample r-squared an unbiased estimator of the population parameter. Does anyone have any explanation for this inconsistency, other than simple error on the part of textbook writers? =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Mike Lacy Dept. of Sociology Colo. State Univ. Fort Collins CO 80523 Opinions and truth-claims offered above are mine, not my employer's. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
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Path: arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!mips!sdd.hp.com!zaphod.mps.ohio-state.edu!magnus.acs.ohio-state.edu!sample.eng.ohio-state.edu!purdue!yuma!lamar!mglacy From: mglacy@lamar.ColoState.EDU Newsgroups: sci.math.stat Subject: Adjusted r-squared as analogous to sample variance estimator Message-ID: <Aug20.212648.51218@yuma.ACNS.ColoState.EDU> Date: 20 Aug 92 21:26:48 GMT Sender: news@yuma.ACNS.ColoState.EDU (News Account) Organization: Colorado State University, Fort Collins, CO 80523 Lines: 15