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豌豆妤22 · 2021年08月12日

为什么不是选项B

NO.PZ2015120204000016

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.

根据讲义的概念,multiple R=absolute  value of correlation between the actual Y and forecast Y,那这里0.36为什么不能直接解释?
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已采纳答案

星星_品职助教 · 2021年08月12日

同学你好,

本题给的条件为multiple R-squared=0.36。

所以无论correlation还是Multiple R都需要进行开方后才能解释,即根号0.36=0.6,选择C选项。

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