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黄路迦 · 2022年12月01日

如下

NO.PZ2015120204000016

问题如下:

Selected ANOVA Results for Hansen’s Regression

The most appropriate interpretation of the multiple R-squared for Hansen’s model is that:

选项:

A.

unexplained variation in the dependent variable is 36 percent of total variation.

B.

correlation between predicted and actual values of the dependent variable is 0.36.

C.

correlation between predicted and actual values of the dependent variable is 0.60.

解释:

C is correct.

The multiple R-squared for the regression is 0.36; thus, the model explains 36 percent of the variation in the dependent variable. The correlation between the predicted and actual values of the dependent variable is the square root of the R-squared or0.36\sqrt{0.36}= 0.60.

R方不是解释X与Y之间的关系吗,为什么是actual Y和predicted Y直接的关系

1 个答案

星星_品职助教 · 2022年12月01日

同学你好,

R-squared描述的是回归方程对actual Y的解释力度,也就是这两者之间的关系。其中回归方程对应的就是此方程的估计值predicted Y。

所以,R-squared是“correlation between predicted and actual values of the dependent variable”的平方,这一点在多元和一元回归中都成立。

但只有在一元回归中,R-squared才是“correlation between X and actual values of the dependent variable”的平方。这是因为一元回归里只有一个X,所以这个X本身就决定了回归方程也就是predicted Y。多元中有多个X,也就无法做此替换。

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2023-05-14 09:55 1 · 回答

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2023-01-08 11:11 1 · 回答

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2022-12-21 16:58 1 · 回答

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2022-08-10 14:06 2 · 回答