(求助)OLS估计 [推广有奖]

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lirong723 发表于 2006-4-17 19:29:00 |只看作者 |坛友微信交流群|倒序 |AI写论文

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在用OLS估计时,R平方只有0.64.该怎么使R值升高了

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关键词：OLS估计 OLS R平方 OLS

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四海为家发表于2楼查看完整内容

It is a common mistake in the literature that people concern small values of R^2. However,I have no problem to observe that value of R bar squared. If the variation of your regressand is very low, R^2 can also be low. Therefore, 0.62 is fine. If you have further question about my answer, contact me or send me your independent and indepent variables. [此贴子已经被作者于2006-6-9 19:03:32编辑过]

zhaosweden 发表于3楼查看完整内容

在用OLS估计时,R平方只有0.64.该怎么使R值升高了: this is not a very meaningful question, it depends on your model, cross-sectional or time series one. and for models like logit and probit, R-square has little information.