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jackkk · 2025年05月08日

请问为什么a不对?不是y与y hat之间的取值吗

NO.PZ2024120401000063

问题如下:

Pretend GARP regressed the exam scores (FRMScore) against preparation time (Hours) and returned the following regression:

FRMScore(i) = 23.2 + 0.18*Hours(i) + u(i).

Which of the following is the best interpretation of the error term, u(i)?

选项:

A.

It allows for users to adjust to inform the intercept with a "real world" interpretation

B.

It contains the assumed but unobserved correlation between the error term and the regressor (independent variable)

C.

The error term represents all of the factors other than preparation time that influence the score

D.

It is the estimator of the standard deviation of the regression error

解释:

The error term incorporates all of the factors responsible for the difference between the ith candidate's test score and the value predicted by the regression model. This error term contains all the other factors besides X that determine the value of the dependent variable, Y, for a specific observation, i.

请问为什么a不对?不是y与y hat之间的取值吗

1 个答案

李坏_品职助教 · 2025年05月08日

嗨,努力学习的PZer你好:


残差项是实际的y 与 y hat之间的差值,这个东西是模型固有的残差,A说的是我们可以任意调整这个残差项,这就错误了,残差项是不能任意调整的,模型做出来之后就有了确定性的残差项了。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!