Pitman Nearness Comparison of the Traditional Estimator of the Coefficient of Determination and Its Adjusted Version in Linear Regression Models
Abstract In this article we present formulae for the determination of Pitman Nearness in comparing the coefficient of determination with its adjusted version in regression models for a given sample size. We generalize this finding to compare R2 with a nonnegative parts version of the adjusted R2. We compare our small, medium, and large sample results with the asymptotic results of Kumar and Srivastava (2004).