NO.PZ2024120401000076
问题如下:
A multiple regression with 165 observations (n = 165) on five regressors (k = 5) produces a standard error of the regression (SER) equal to 7.0 and a total sum of squares (TSS) equal to 26,000. What is the regression's adjusted R2 ?
选项:
A.0.33
B.0.48
C.0.69
D.0.72
解释:
SER = SQRT[SSR/(n-k-1)], SSR = SER2 * (n-k-1).
In this case, SSR = 72 *(165-5-1) = 7,791.
Adjusted R2 = 1 - [(n-1)/(n-k-1)] * (SSR/TSS) = 1 - (164/159)*7791 / 26000 = 0.691
SSR = SER2 * (n-k-1) 这是个什么公式啊