tag:blogger.com,1999:blog-2198942534740642384.post3532797635457302166..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: In What Sense is the "Adjusted" R-Squared Unbiased?Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2198942534740642384.post-15659573532487730582019-05-21T17:30:23.097-07:002019-05-21T17:30:23.097-07:00Yes, absolutely. The usual F-test of the hypothesi...Yes, absolutely. The usual F-test of the hypothesis that all of the regression coefficients (except that for the intercept) are zero, is also a test that R-squared equals zero. (There is a monotonic relationship between F and R-squared.)Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-46028031630533055972019-05-21T12:54:02.128-07:002019-05-21T12:54:02.128-07:00Is there a way to test the significance of R² like...Is there a way to test the significance of R² like any other statistic?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-51813818143080507442015-02-20T20:19:43.109-08:002015-02-20T20:19:43.109-08:00Thanks! Your posts are truly helpful!Thanks! Your posts are truly helpful!DJ Jeongnoreply@blogger.com