NO.PZ2018101001000037
问题如下:
Which of the following descriptions about multiple R-squared is most likely correct?
选项:
A.R² is a reliable measure of the explanatory power of the multiple regression model.
B.R² almost always increases as variables are added to the model.
C.R² is always smaller than the adjusted R² .
解释:
B is correct.
考点: R-squared and adjusted R-squared.
解析: 对于多元回归来说,R²不是一个具有很强解释力度的可依赖的指标,所以A选项错误。R² 通常大于等于adjusted R²,所以C错误。B选项的描述是正确的,当自变量增加时,R²也会随着增加。
本题解析里说“对于多元回归来说,R²不是一个具有很强解释力度的可依赖的指标”,但不是说R²的值说明模型可以解释多大比例Y的变动吗,比如R²是90%,说明模型可以解释Y的90%的变动,那为什么又说R²不是一个具有很强解释力度的可依赖的指标呢?