NO.PZ2018101001000016
问题如下:
If given the multiple R-squared is 0.81, which one of the following explanations is least likely correct?
选项:
A. The model, as a whole, could explain 81% of dependent variable’s change.
B. The correlation’s square between predicted and actual values of the dependent variable is 0.81.
C. Some of the independent variables could explain 81% of dependent variable’s change.
解释:
选择 C 选项.
考点: R-squared and adjusted R-squared.
解析: Multiple R-squared代表的是多元回归下的,代表的是整个模型作为一个整体对因变量的解释力度,所以A正确,C错误。在多元回归模型下, 等于估计的因变量与因变量之间的相关系数的平方,所以B选项也是正确的。
选项B是什么意思????