The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate correlation coefficient. If you look at the multiple regression we did, ...
We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...
The class of "general" M-estimators for the stochastic linear regression model is considered, and influence and change-of-variance functions are used to approximate ...