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 or= 0.60.
根据讲义的概念,multiple R=absolute value of correlation between the actual Y and forecast Y,那这里0.36为什么不能直接解释?