It is worth emphasizing that a seemingly low r - squared does not necessarily mean that an ols regression equation is useless 在社會科學(xué)中,特別是在截面數(shù)據(jù)分析中,回歸方程得到低的r -平方值并不罕見。
I ran a screen of domestic stock funds with more than $ 10 billion in assets to find five big funds with low r - squared figures 經(jīng)過對資產(chǎn)總值超過100億美元的國內(nèi)股票基金篩選,我發(fā)現(xiàn)了五只較大的低可決系數(shù)的基金。
r-squared meaning:[Finance] A statistical measure that represents the percentage of a fund or security's movements that can be explained by movements in a benchmark index. For fixed-income securities, the benchmark is ...r-squared перевод:стат. R-квадрат (характеристика линейной связи в рамках регрессионного анализа; R-квадрат принимает значение между нулеи и единицей, причем ноль означает отсутствие линейной связи, а единица...