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piggie · 2021年04月27日

Standard error和Rsquare关系

NO.PZ2018101001000010

问题如下:

Tony wants to investigate that if his expense will change with the change of his salary. He selects 200 samples and makes the regression analysis. Then, he gets the following results.

Which of the following statements is most likely correct?

选项:

A.

The change of his expense can explain 13.86% of his salary.

B.

The change of his salary can explain 37.23% of his expense.

C.

The change of his salary can explain 13.86% of his expense.

解释:

C is correct.

考点: Coefficient of Determination.

解析: R2R^2代表着自变量的变化可以解释百分之多少因变量的变化。由题干可知,自变量是他的工资,因变量是他的花费。由表可知,R2R^2  =13.86%,因此就代表着他工资的变化可以解释他花费的变化的13.86%。C选项是正确的。

以及std error含义?
1 个答案

星星_品职助教 · 2021年04月27日

同学你好,

standard error 全称为standard error of estimate,即SEE。衡量方程的拟合程度,SEE越小,方程拟合效果越好。

R-squared的含义如本题C选项所示,R-squared越大,对Y变化的解释就越多,说明方程拟合的越好。

SEE和R-squared之间没有直接数量上的关系。