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傅佳丽Diana · 2020年01月19日

问一道题:NO.PZ2015120204000016

问题如下:

Selected ANOVA Results for Hansen’s Regression

The most appropriate interpretation of the multiple R-squared for Hansen’s model is that:

选项:

A.

unexplained variation in the dependent variable is 36 percent of total variation.

B.

correlation between predicted and actual values of the dependent variable is 0.36.

C.

correlation between predicted and actual values of the dependent variable is 0.60.

解释:

C is correct.

The multiple R-squared for the regression is 0.36; thus, the model explains 36 percent of the variation in the dependent variable. The correlation between the predicted and actual values of the dependent variable is the square root of the R-squared or0.36\sqrt{0.36}= 0.60.

为什么这里的correlation是需要开方,另外一个习题的就可以直接用r平方作为correlation

1 个答案

星星_品职助教 · 2020年01月20日

同学你好,

这两者的关系是:correlation的平方等于R2,如果要求correlation,需要将R2开方,具体正负号要看系数。

熊小熊 · 2020年02月19日

题目中multiple R不是已经开过根号了吗 为什么还要开根号

星星_品职助教 · 2020年02月19日

题目中给的是multiple R2,所以还需要再开一个根号

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