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

返回

Pina · 2020年06月02日

问一道题：NO.PZ2015120204000016

  1. CFA II
  2. Quantitative

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.

老师好， 这里的术语中这样理解对吗? multiple R squared = R squared = coefficient determination ; multiple R = R = correlation between actual Y and the predicted Y under multiple regression = correlation between actual X and the predicted Y under single regression， 正负号取决于slope b1. 谢谢。

添加评论
1 个答案
已采纳答案

星星_品职助教 · 2020年06月02日

同学你好，基本都对，做了略微调整

multiple R squared = R squared = coefficient of determination ; （√）

multiple R = R squared 开方后取绝对值（没有“R”这个术语） = correlation between actual Y and the predicted Y （这个关系是定义式，无论在一元还是多元下都成立，actual Y and the predicted Y一定是正相关，此时不需要考虑符号）

仅在一元回归下时，以上关系还等于 correlation between X and ACTUAL Y  ，由于X和Y的关系不一定是正相关，所以此时还需要判断符号，正负号取决于slope b1。这条关系需要注意的是在方程中代入X得到的就是predicted Y，所以可以把这俩理解成同一个东西。所以需要求的是X和actual Y的相关系数，最终也是在求predicted Y和actual Y 的相关系数，符合定义式

  • 1

    回答

  • 4

    关注

  • 875

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

2023-01-08 11:11 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