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王猛🇨🇳 · 2023年10月25日

本题的解释如何理解?

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NO.PZ202212300100013801

问题如下:

Jill Batten runs a regression analysis using Stellar monthly returns as the dependent variable and the monthly change in CPIENG as the independent variable.Exhibit1 displays the results of this regression model.



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:

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.

如题

1 个答案

星星_品职助教 · 2023年10月25日

同学你好,

本题考察:

1)the coefficient of determination为R-squared;

2)R-squared的定义。R方为Y的变化可以被X(的变化)所解释的百分比。

根据定义,代入到本题环境(Stellar monthly returns as the dependent variable and the monthly change in CPIENG as the independent variable),即可选C选项。

上述内容可参照讲义的如下部分:

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