NO.PZ202309160100012702
问题如下:
A
colleague of the bank analyst suggested adding the returns on the Dow Jones
Industrial Average (DJIA) index as an additional explanatory variable. The new
regression results show that the R2
increased and the adjusted R2
decreased. What conclusion can be drawn from these results?
选项:
A.The
increased R2 gives an inflated estimate of how well the
regression fits the data
The
decreased adjusted R2 suggests that the coefficient of the returns
on the DJIA is not significant
The
increased R2 indicates an improvement in the regression
The
decreased adjusted R2 suggests the existence of omitted variable bias
in this regression
解释:
正确答案B的解析