Visualizing and removing the bias in R-squared
*Xiaofeng Steven LiuCorresponding authorxliu@email.sc.eduDepartment of Educational and Developmental ScienceCollege of EducationUniversity of South CarolinaColumbia, SC 29208 , U.S.A.View full profile →
* Corresponding author · click or hover a name for details
- Received:
- 05 Jul 2022
- Published Online:
- 01 Mar 2025
- Article type:
- Research Article
- Language:
- EN
- Article no.:
- JSMS-1016
- Pages:
- 267–275
Abstract
Keywords
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References
[1] I. Olkin and J. W. Pratt, “Unbiased estimation of certain correlation coefficients,” The Annals of Mathematical Statistics, pp. 201-211 (1958).
[2] B. Efron and R. J. Tibshirani, An Introduction to the Bootstrap, Boca Raton, FL: CRC Press LLC (1998).
[3] B. Efron, The Jackknife, the Bootstrap and Other Resampling Plans, Philadelphia, PA: Society for Industrial and Applied Mathematics (1982).
[4] B. Efron, “More efficient bootstrap computations,” J. Amer. Stat. Assoc., vol. 85, pp. 79-89 (1990).
[5] C. Samprit, S. H. Ali, and P. Bertram, Regression Analysis by Example, New York: John Wiley & Sons (2006).
[6] A. Canty and B. D. Ripley, “boot: Bootstrap R (S-Plus) Functions,” R package version 1. 3-28 (2021).




