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ufogxj · 2018年02月26日

问一道题:NO.PZ2015120204000016 [ CFA II ]不是只有一元回归的时候这个才成立吗?

问题如下图:

    

选项:

A.

B.

C.

解释:


不是只有一元回归的时候,correlation = R-squared的开方才成立吗?Regression的degree of freedom = 4,说明有4个independent variable啊。


1 个答案
已采纳答案

源_品职助教 · 2018年02月26日

一元回归中R平方的根号可以表示自变量与因变量之间的线性关系,并且这个说法只在一元回归中成立。


多元回归中R平方的根号可以表示预测的因变量与因变量实际值之间的关系,所以本题没问题。



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