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标题: Having trouble putting quant together. [打印本页]

作者: Walex    时间: 2011-7-13 16:32     标题: Having trouble putting quant together.

Hello. I've been doing well on the EOC's for Quant but poorly on Q bank and Mock's.

I get what correlation is. I get how the equation is set up with the intercept and then the amount of the change in the dependent variable for the amount of change in the independent variable and I know how to calculate everything on the Anova table. I get that the SSR is the amount of change the model explains and the SSE is the amount of change it doesn't.

What I'm having problems with is putting it all together. Can someone help me out with how it is all interconnected?

I'm looking at these problems where they throw out half an anova table and the correlation and they are getting all these things from it.

Can someone try to explain to me how the correlation relates to the anova table?
作者: Houjichasan    时间: 2011-7-13 16:32

Here is what i know.

For a regression with 1 independent variable, the R2 = correlation^2 = SSR / TSS, Therefore the Square root of SSR / TSS is the correlation.

For regressions with more than 1 independent variables, this relationship does not work.
作者: Sportsman    时间: 2011-7-13 16:32

thanks phrenchy, any idea what value from the Anova table they are using when doing the T Test? is it SEE?
作者: iteracom    时间: 2011-7-13 16:32

I don't know that you do t-tests from the ANOVA table output. I think it's used for F-Test, R2 and other global tests-- it's more of a tool for analyzing the entire regression formula. T-tests are performed on the coefficients themselves. Can anyone else add anything--am I totally wrong?




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