08PRactice Exam第10题答案与金程百题答案不一致

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就是那个提供ＳＥＥ算回归结果可解释部分的题目，practice上把SEE平方后计算，金程百题是直接用ＳＥＥ计算，到底哪个正确？晕了。

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关键词：Practice practic Exam ice CTI Exam 金程百

没人回答？

金程百题里这次对的。
SEE是standard estimated errors, SEE= sqrt(SSE/(n-2))
SSE是sum of squard errors,即RSS,是用来求R-squared的那个

我核对了一下，题目是完全一样的，贴在这里。
也不再求回答了，估计以后GARP不会这样ambiguous.
Question:
Paul Graham, FRM is analyzing the sales growth of a baby product launched three years ago by a regional
company. He assesses that three factors contribute heavily towards the growth and comes up with the
following results:
Y = b + 1.5 X1 + 1.2X2 + 3X3
Sum of Squared Regression [SSR] = 869.76
Sum of Squared Errors [SEE] = 22.12
Determine what proportion of sales growth is explained by the regression results.
a. 0.36
b. 0.98
c. 0.64
d. 0.55

Practice Exam的答案：
Answer: c
a. Incorrect. Coefficient of Determination i.e. R2 explains proportion of variation explained by the
regression. R2 = SSR/SST, SEE = ( SSE/(n-2) )1/2 , SST = SSR + SSE
b. Incorrect. The candidate will choose this if he/she confuses SEE with SSE in the calculation explained
in choice ‘c’.
c. Correct. Coefficient of Determination i.e. R2 explains proportion of variation explained by the
regression. R2 = SSR/SST, SEE = (SSE/(n-2) )1/2 , SST = SSR + SSE. Therefore, SSE = 489.29, SST =
1359.05, R2 = 0.64
d. Incorrect. Coefficient of Determination i.e. R2 explains proportion of variation explained by the
regression. R2 = SSR/SST, SEE = ( SSE/(n-2) )1/2 , SST = SSR + SSE

这题我也注意到了！
如果给的是SSE   Sum of Squared Errors, 那毫无疑问，就是  直接加上  ssr  得到 SST 去做

我99%肯定 garp 想说的是  MSE or  SEE,  mean squared error = 22.12  所以要求套用  MSE= ( SSE/n-2  )^0.5  告诉你MSE，求SSE

SSE=SEE^2*(N-2)
这里n是多少？

我觉得这里的n-2是错的，残差的均方和自由度应该是Ｎ-k-1,n-2只是一元回归里的自由度，这道题是三元，则k=3，自由度应为N-3-1=n-4.n应该是观测值个数，题干里没有提供。

ez2die 发表于 2009-11-16 21:16
SSE=SEE^2*(N-2)
这里n是多少？