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:
A.
B.
C.
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.
老师请解释一下 R squared 的影响