问题如下:
Suppose that you deleted several of the observations that had small residual values. If you re-estimated the regression equation using this reduced sample, what would likely happen to the standard error of the estimate and the R-squared?
选项:
解释:
c is correct.
Deleting observations with small residuals will degrade the strength of the regression, resulting in an increase in the standard error and a decrease in R-squared.
删除了几个observation,SSE不就小了吗,n-2就大了,SEE不就小了吗,公式上这样解释哪里不对?