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廖廖酱 · 2022年12月21日

关于C选项

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.

老师您好,请问下相关系数是R square的开根号不是应该是一元的方程才成立吗?本题是多元方程,为什么C选项也可以?

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已采纳答案

星星_品职助教 · 2022年12月21日

同学你好,

R-squared无论在是一元还是多元回归中,都是“correlation between predicted and actual values of the dependent variable”的平方。

但只有在一元回归中,R-squared才是“correlation between actual values of the dependent variable(Y) and independent variable(X)”的平方。

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2023-01-08 11:11 1 · 回答

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2022-08-10 14:06 2 · 回答