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临江仙 · 2020年02月20日

问一道题:NO.PZ2020010801000017

问题如下:

Both R2R^2 and R2\overline R^2 only increase when adding a new variable. True or false?

选项:

解释:

False. R2R^2 will always increase. R2\overline R^2 can decrease if the degree-of-freedom adjusted residual variance estimator, ϵ^i2nk\frac{\sum \widehat\epsilon_i^2}{n-k}, does not decrease when adding a new regressor. This can happen because k is the number of regressors in the model and so if the numerator does not change, adding an additional regressor will increase k and so decrease the denominator.

右边那个是adjust R2的标志吗

1 个答案

品职答疑小助手雍 · 2020年02月20日

是哒