# Improved Shrinkage Estimation of Squared Multiple Correlation Coefficient and Squared Cross-Validity Coefficient

@article{Shieh2008ImprovedSE, title={Improved Shrinkage Estimation of Squared Multiple Correlation Coefficient and Squared Cross-Validity Coefficient}, author={Gwowen Shieh}, journal={Organizational Research Methods}, year={2008}, volume={11}, pages={387 - 407} }

The sample squared multiple correlation coefficient is widely used for describing the usefulness of a multiple linear regression model in many areas of science. In this article, the author considers the problem of estimating the squared multiple correlation coefficient and the squared cross-validity coefficient under the assumption that the response and predictor variables have a joint multinormal distribution. Detailed numerical investigations are conducted to assess the exact bias and mean…

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