Coefficient of Determination for Random Coefficient Regression Model. | ||||
| The Egyptian Statistical Journal | ||||
| Article 4, Volume 42, Issue 2, December 1998, Page 188-196 PDF (5.18 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1998.314574 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Ahmed Hassen A. Youssef* | ||||
| Dep. of Applied Statistics and Econometrics, Institute of Statistical Studies & Research, Cairo University. Egypt | ||||
| 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. | ||||
| Keywords | ||||
| Random Coefficient Regression Model; Goodness of Fit; Coefficient of Determination; Panel Data; Pooling Cross Section and Time Series Data | ||||
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