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314574

Coefficient of Determination for Random Coefficient Regression Model.

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Last updated: 11 May 2025

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Abstract

Random coefficient regression (RCR) model offers an approach by which to take into account nonsystematic changes in the parameters. Swamy (1970,1971) derived estimators of the RCR model parameters. Youssef (1997, 1998) used a Monte Carlo simulation to study some properties of Swamy's estimators in small sample size. In this paper, we derive the coefficient of determination, as a measure for goodness of fit, for the RCR model. Some properties of this measure will be discussed.

DOI

10.21608/esju.1998.314574

Keywords

Random Coefficient Regression Model, Goodness of fit, coefficient of determination, Panel Data, Pooling Cross Section and Time Series Data

Authors

First Name

Ahmed

Last Name

Youssef

MiddleName

Ahmed Hassen A.

Affiliation

Dep. of Applied Statistics and Econometrics, Institute of Statistical Studies & Research, Cairo University. Egypt

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Volume

42

Article Issue

2

Related Issue

43142

Issue Date

1998-12-01

Publish Date

1998-12-01

Page Start

188

Page End

196

Print ISSN

0542-1748

Online ISSN

2786-0086

Article File

ESJU_Volume 42_Issue 2_Pages 188-196.pdf

PDF . 5.4MB

Link

https://esju.journals.ekb.eg/article_314574.html

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http://journals.ekb.eg?_action=service&article_code=314574

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4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Coefficient of Determination for Random Coefficient Regression Model.

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Article

Created At

28 Dec 2024