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.
Youssef, A. (1998). Coefficient of Determination for Random Coefficient Regression Model.. The Egyptian Statistical Journal, 42(2), 188-196. doi: 10.21608/esju.1998.314574
MLA
Ahmed Ahmed Hassen A. Youssef. "Coefficient of Determination for Random Coefficient Regression Model.", The Egyptian Statistical Journal, 42, 2, 1998, 188-196. doi: 10.21608/esju.1998.314574
HARVARD
Youssef, A. (1998). 'Coefficient of Determination for Random Coefficient Regression Model.', The Egyptian Statistical Journal, 42(2), pp. 188-196. doi: 10.21608/esju.1998.314574
VANCOUVER
Youssef, A. Coefficient of Determination for Random Coefficient Regression Model.. The Egyptian Statistical Journal, 1998; 42(2): 188-196. doi: 10.21608/esju.1998.314574
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