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xyrg+ · 2022年09月20日

如题

  1. CFA I
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202106160300004203

问题如下：

Based on Batten's regression model, the coefficient of determination indicates that:

选项：

A.Stellar's returns explain 2.11% of the variability in CPIENG. B.Stellar's returns explain 14.52% of the variability in CPIENG. C.changes in CPIENG explain 2.11% of the variability in Stellar's returns.

解释：

C is correct. R2 is the coefficient of determination. In this case, it shows that 2.11% of the variability in Stellar's returns is explained by changes in CPIENG.

如何理解R^2的含义？比如R^2=0.78，是一单位R^2的变动会有78%的可能性影响Y的变动？听课时没理解明白。

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1 个答案

星星_品职助教 · 2022年09月20日

同学你好，

严格按照定义来说，R-squared代表Y变量的变动中，有多少能由X变量的变动所解释。代入提问中的例子，可简单理解为 Y之所以会变化，有78%的原因是因为X变动了，

简单来说，R方就是方程的解释力度和拟合程度。R方大，代表方程对于Y变量能解释的多，也就是拟合效果比较好。

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NO.PZ202106160300004203 问题如下 Baseon Batten's regression mol, the coefficient of termination incates that: A.Stellar's returns explain 2.11% of the variability in CPIENG. B.Stellar's returns explain 14.52% of the variability in CPIENG. C.changes in CPIENG explain 2.11% of the variability in Stellar's returns. C is correct. R2 is the coefficient of termination. In this case, it shows th2.11% of the variability in Stellar's returns is explainechanges in CPIENG. A Stellar's returns explain 2.11% of the variability in CPIENG.C changes in CPIENG explain 2.11% of the variability in Stellar's returns.

2022-09-22 13:13 1 · 回答