{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T16:30:51Z","timestamp":1770481851524,"version":"3.49.0"},"reference-count":21,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5734,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1993,6]]},"abstract":"<jats:p>In this paper we consider the small sample properties of the coefficient of determination in a linear regression model with multivariate <jats:italic>t<\/jats:italic> errors when proxy variables are used instead of unobservable regressors. The results show that if the unobservable variable is an important variable, the adjusted coefficient of determination can be more unreliable in small samples than the unadjusted coefficient of determination from both viewpoints of the bias and the MSE.<\/jats:p>","DOI":"10.1017\/s0266466600007805","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:46:55Z","timestamp":1236685615000},"page":"504-515","source":"Crossref","is-referenced-by-count":17,"title":["On Small Sample Properties of <i>R<\/i><sup>2<\/sup> in a Linear Regression Model with Multivariate <i>t<\/i> Errors and Proxy Variables"],"prefix":"10.1017","volume":"9","author":[{"given":"Kazuhiro","family":"Ohtani","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Hikaru","family":"Hasegawa","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600007805_ref019","doi-asserted-by":"publisher","DOI":"10.2307\/1911199"},{"key":"S0266466600007805_ref017","first-page":"175","article-title":"Testing linear hypothesis with t error variable","volume":"B50","author":"Sutradhar","year":"1988","journal-title":"Sankhya"},{"key":"S0266466600007805_ref016","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1765(88)90218-2"},{"key":"S0266466600007805_ref010","doi-asserted-by":"publisher","DOI":"10.2307\/1912970"},{"key":"S0266466600007805_ref018","doi-asserted-by":"publisher","DOI":"10.1080\/03610928608829130"},{"key":"S0266466600007805_ref008","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(91)90026-A"},{"key":"S0266466600007805_ref007","unstructured":"7. 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