| 样本判决系数的样本特性研究 |
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| 引用本文： | 杨禄源,余妙志,翟静.样本判决系数的样本特性研究[J].经济数学,2002,19(2):72-77. |
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| 作者姓名： | 杨禄源 余妙志 翟静 |
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| 作者单位： | 1. 株洲工学院,信息与计算科学系,株洲,412008
2. 东北财经大学,数量经济系,大连,116025 |
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| 摘 要： | 本文用 bootstrap方法估计 R2和 R2的标准误差并构建置信区间 ,用蒙特卡罗方法说明 bootstrap标准误差的精确程度 ,并说明 R2的 95置信水平的置信区间不包含真实值的某些特殊情况在用 R2时不会发生。
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| 关 键 词： | 修正R2 bootstrap 置信区间 精确度 R2 |
| 修稿时间： | 2001年11月20 |
THE RESEARCH ON THE SAMPLING PROPERTIES OF THE COEFFICIENT OF DETERMINATION |
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| Yang Lu,yuan.THE RESEARCH ON THE SAMPLING PROPERTIES OF THE COEFFICIENT OF DETERMINATION[J].Mathematics in Economics,2002,19(2):72-77. |
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| Authors: | Yang Lu yuan |
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| Abstract: | In this paper, using the bootstrap method, we estimate the standard errors of R 2 and 2 , and contruct their confidence intervals. It is shown by Monte carlo experiment that the bootstrap standard errors are considerably accurate. It is also shown that although the bootstrap 95% confidence intervals of R 2 do not include the true value of the parent coefficient of determination in some particular cases, such a phenomenon does not occur when 2 is used. |
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| Keywords: | Adjusted 2 bootstrap confidence interval precision R 2 |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
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