NO.PZ2015120204000011
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.
这两个是同一个吗,以后表格出现standard error就默认为SEE吗,不可以认为是自变量的标准误吗