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8527 · 2021年02月01日

问一道题:NO.PZ2015120204000002 [ CFA II ]

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:

Standard Error of the Estimate
R-Squared

A.

Decrease
Decrease

B.

Decrease
Increase

C.

Increase
Decrease

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
8527 · 2021年02月01日

找到答案了 老师请无视我的问题 哈哈

1 个答案
已采纳答案

星星_品职助教 · 2021年02月02日

好的加油~