The Distribution of the Coefficient of determination in Linear Regression Model: A Review


El Houssainy A. Rady, Ahmed Amin El-Sheikh, Soha Othman
Department of Applied Statistics and Econometrics, Institute of Statistical Studies and Research, Cairo University, Egypt.


In this article, we review the different studies about the coefficient of determination in linear regression models and make a highlight about the inferences and the density function of the coefficient of determination which presented under the most common assumption when the error terms obey the normal distributions, and also analyzed the certain effects of departures from normality of the error term