问题如下:
Batten runs a regression analysis using Stellar monthly returns as the dependent variable and the monthly change in CPIENG (US Consumer Price Index for Energy) as the independent variable.
For Batten’s regression model, the standard error of the estimate shows that the standard deviation of:
选项:
A.the residuals from the regression is 0.0710.
B.values estimated from the regression is 0.0710.
C.Stellar’s observed common stock returns is 0.0710.
解释:
A is correct.
because the standard error of the estimate is the standard deviation of the regression residuals.
请问因变量Y的标准差是什么,前面的题中好像直接用的是估计的标准误SEE,但SEE也是残差项的标准差,这样的话感觉B和A都是对的