开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

🍑(o^^o)Fay 🙃 · 2023年01月08日

不明白 这个correlation 指的是什么。 为什么会跟multiple R^2 有关系。

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.

不明白这个correlation 就是 R-square 开平方 的结论是哪儿来的。

1 个答案

星星_品职助教 · 2023年01月09日

同学你好,

correlation为Y的实际值Yi,和方程预测出的Y cap之间的相关系数,即“correlation between predicted and actual values of the dependent variable”。

这个相关系数r在数学上可以证明:r的平方=(multiple)R-squared,证明过程教材并没有讲,直接给出的结论。两边开方即有|r|=R方开方。

上面对于correlation的描述是同时适用于一元和多元回归的。此外,仅在一元回归里,由于Y cap(predicted dependent variable)只是由单一的一个X决定的,所以此时相关系数也等于实际值Yi和X之间的相关系数。

上述关系目前的教材里提到的很少,了解即可。

  • 1

    回答
  • 3

    关注
  • 387

    浏览
相关问题

NO.PZ2015120204000016 问题如下 SelecteANOVA Results for Hansen’s RegressionThe most appropriate interpretation of the multiple R-squarefor Hansen’s mol is that: A.unexplainevariation in the pennt variable is 36 percent of totvariation. B.correlation between precteanactuvalues of the pennt variable is 0.36. C.correlation between precteanactuvalues of the pennt variable is 0.60. C is correct.The multiple R-squarefor the regression is 0.36; thus, the mol explains 36 percent of the variation in the pennt variable. The correlation between the precteanactuvalues of the pennt variable is the square root of the R-squareor0.36\sqrt{0.36}0.36​= 0.60. rt

2023-05-14 09:55 1 · 回答

NO.PZ2015120204000016 问题如下 SelecteANOVA Results for Hansen’s RegressionThe most appropriate interpretation of the multiple R-squarefor Hansen’s mol is that: A.unexplainevariation in the pennt variable is 36 percent of totvariation. B.correlation between precteanactuvalues of the pennt variable is 0.36. C.correlation between precteanactuvalues of the pennt variable is 0.60. C is correct.The multiple R-squarefor the regression is 0.36; thus, the mol explains 36 percent of the variation in the pennt variable. The correlation between the precteanactuvalues of the pennt variable is the square root of the R-squareor0.36\sqrt{0.36}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也可以?

2022-12-21 16:58 1 · 回答

NO.PZ2015120204000016问题如下SelecteANOVA Results for Hansen’s RegressionThe most appropriate interpretation of the multiple R-squarefor Hansen’s mol is that:A.unexplainevariation in the pennt variable is 36 percent of totvariation.B.correlation between precteanactuvalues of the pennt variable is 0.36.C.correlation between precteanactuvalues of the pennt variable is 0.60.C is correct.The multiple R-squarefor the regression is 0.36; thus, the mol explains 36 percent of the variation in the pennt variable. The correlation between the precteanactuvalues of the pennt variable is the square root of the R-squareor0.36\sqrt{0.36}0.36​= 0.60.R方不是X与Y之间的关系吗,为什么是actuY和precteY直接的关系

2022-12-01 19:15 1 · 回答

NO.PZ2015120204000016 问题如下 SelecteANOVA Results for Hansen’s RegressionThe most appropriate interpretation of the multiple R-squarefor Hansen’s mol is that: A.unexplainevariation in the pennt variable is 36 percent of totvariation. B.correlation between precteanactuvalues of the pennt variable is 0.36. C.correlation between precteanactuvalues of the pennt variable is 0.60. C is correct.The multiple R-squarefor the regression is 0.36; thus, the mol explains 36 percent of the variation in the pennt variable. The correlation between the precteanactuvalues of the pennt variable is the square root of the R-squareor0.36\sqrt{0.36}0.36​= 0.60. 讲义中的R-square此处的multiple R-square相等的吗?那么为什么讲义上说R2 of 0.9 incates ththe mol,a whole,explains 90% of the variation in the pennt variable,此处multiple R-square0.36,指的不就是整个方程可以36%的Y吗?但A不是说的是未被的占36%?非常疑惑。虽然错误的选择了B,看了之后理解B错在是说correlation,但不明白A为什么是对的。

2022-08-10 14:06 2 · 回答