Suppose you have delete several observations that had small residual values. If you re-estimate the regression using this reduced sample, what would happen to "standard error of estimates(SEE)" and “R-Square"?
答案指出:删除了observation that had small residual value后,会degrade strength of regression. 所以导致SEE上升,R-Square下降。请问为什么??我理解的答案意思是当删除了那些小residual的observation后,就只剩下一些大observation了,所以regression的解释程度就差了。请问答案是这个思路么??谢谢!!