多元回归书后43题
In interpreting the overall significance of your regression model, which statistic do you believe is most relevant:
R
2
, adjusted
R
2
, or the
F
-statistic?
(Institute 397)
Institute, CFA. 2018 CFA Program Level II Volume 1 Ethical and Professional Standards, Quantitative Methods, and Economics. CFA Institute, 07/2017. VitalBook file.
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这里三个选项都可以解释回归方程的解释力度吧,为什么答案是F检验?