1987 | OriginalPaper | Buchkapitel
The coefficient of determination for regression without a constant term
verfasst von : Anton P. Barten
Erschienen in: The Practice of Econometrics
Verlag: Springer Netherlands
Enthalten in: Professional Book Archive
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R2, the coefficient of determination or the squared correlation coefficient, is a recurrent theme in statistics. Kendall (1960) calls it an evergreen. Sooner or later any empirical analyst has to deal with some aspect of R2 which appears not to have been treated satisfactorily in the known literature. Some like Hotelling (cf. Kendall (I960)) or Cramer (1964, 1984) even do it sooner and later. Also the present contribution is prompted by the problem that the usual expressions for R2 may yield unacceptable values in regressions without a constant term. The purpose is to obtain an expression which avoids this problem and at the same time is as analogous as possible for regressions with and without intercept.