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314574

Coefficient of Determination for Random Coefficient Regression Model. By: Ahmed Hassen A. Youssef

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Last updated: 05 Jan 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

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

Link

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

Detail API

https://esju.journals.ekb.eg/service?article_code=314574

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3

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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. By: Ahmed Hassen A. Youssef

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Article

Created At

28 Dec 2024