问题如下:
Suppose that you deleted several of the observations that had small residual values. If you re-estimated the regression equation using this reduced sample, what would likely happen to the standard error of the estimate and the R-squared?
选项:
解释:
c is correct.
Deleting observations with small residuals will degrade the strength of the regression, resulting in an increase in the standard error and a decrease in R-squared.
删除residual value减少的点说明剩下的都是真实y与估计y的差较大的点,这样RSS的值会比原来变大,所以从R square =RSS/TSS得出R square也变大。这样理解为什么不对?