Exam (86).pdf - Question Theil-Nagar \u00cf estimate based on d statistic Theil and Nagar have suggested that in small samples instead of estimating \u00cf as(1

# Exam (86).pdf - Question Theil-Nagar Ï estimate based on d...

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Question: Theil-Nagar Ï ± estimate based on d statistic. Theil and Nagar have suggested that, in small samples, instead of estimating Ï ± as (1 âˆ’ d/2), it should be estimated as where n = total number of observations, d = Durbin-Watson d, and k = number of coefficients (including the intercept) to be estimated. Show that for large n, this estimate of Ï ± is equal to the one obtained by the simpler formula (1 âˆ’ d/2). Answer : The objective of the following analysis is to show that as the small sample tends to become the large sample, the Theil-Nagar

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