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Eva · 2021年11月22日

coefficient是什么意思

NO.PZ2018101001000026

问题如下:

Alice wants to research the variables X and Y, and the relationship between them. First, she chooses 150 samples and gets some summary statistics about these two variables. One of them is "Sum of cross-products of deviations from the mean", which is

i=1n(XiX)(YiY)\sum_{i=1}^n{(X_i-\overline X)}{(Y_i-\overline Y)}

 =113.7384. What is the sample covariance?

选项:

A.

0.7583

B.

0.7633

C.

0.7532

解释:

B is correct.

考点: Calculate and Interpret Correlation Coefficients.

解析: 变量X和Y的协方差计算如下:

Cov(X,Y)=i=1n(XiX)(YiY)/(n1)Cov{(X,Y)}=\sum_{i=1}^n{(X_i-\overline X)}{(Y_i-\overline Y)}/{(n-1)}=113.7384/149=0.7633

所以选择B选项。

请问多元线性回归中coefficient是什么意思?coefficient estimate又是什么意思?谢谢!

1 个答案

星星_品职助教 · 2021年11月22日

同学你好,

coefficient是回归方程中自变量X的系数。coefficient estimate是对于这个系数的估计。