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jay1180 · 2022年09月22日

选项A和C说的不是一回事么？求解答~

  1. CFA I
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202106160300004203

问题如下：

Based on Batten's regression model, the coefficient of determination indicates that:

选项：

A.Stellar's returns explain 2.11% of the variability in CPIENG. B.Stellar's returns explain 14.52% of the variability in CPIENG. C.changes in CPIENG explain 2.11% of the variability in Stellar's returns.

解释：

C is correct. R2 is the coefficient of determination. In this case, it shows that 2.11% of the variability in Stellar's returns is explained by changes in CPIENG.

A Stellar's returns explain 2.11% of the variability in CPIENG.

C changes in CPIENG explain 2.11% of the variability in Stellar's returns.

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星星_品职助教 · 2022年09月22日

同学你好，

R-squared是X的变化解释了多少Y的变化。也就是Y发生了变化，有多少是因为X变了所导致的。这是C选项的描述。

A选项中没有体现出X的变化。

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NO.PZ202106160300004203 问题如下 Baseon Batten's regression mol, the coefficient of termination incates that: A.Stellar's returns explain 2.11% of the variability in CPIENG. B.Stellar's returns explain 14.52% of the variability in CPIENG. C.changes in CPIENG explain 2.11% of the variability in Stellar's returns. C is correct. R2 is the coefficient of termination. In this case, it shows th2.11% of the variability in Stellar's returns is explainechanges in CPIENG. 如何理解R^2的含义？比如R^2=0.78，是一单位R^2的变动会有78%的可能性影响Y的变动？听课时没理解明白。

2022-09-20 13:57 1 · 回答