Bound for the Mean of the Sample Coefficient of Determination
M.A. Ali (1990). Bound for the Mean of the Sample Coefficient of Determination. Journal of Statistical Research, Vol. 24, No. 1-2, pp. 27-30.
Abstract
In this article lower and upper bounds for the mean of the sample coefficient of determination in simple linear regression with a normally distributed error variable are obtained. These bounds are useful to observe the effects of the sample size, the spacing pattern and the range of the independent variable on the expected value of the sample coefficient of determination.