How do I calculate the R^2?

4 次查看（过去 30 天）
Chris Herdelin
Chris Herdelin 2021-9-8
回答： Jeff Miller 2021-9-8
n=100;
alpha=1;
beta=1.5;
e = randn(n,1);
x=rand(n,1);
y=alpha + x*beta + e;
x=[ones(n,1), x];
bhat = inv(x'*x)*x'*y;
disp 'The OLS estimate of beta is';
disp(bhat);
resids = y - x*bhat;
s2 = resids'*resids/(n-2);
disp 'The OLS estimator of the error variance is';
disp(s2);

请先登录，再回答此问题。

回答（1 个）

Jeff Miller
Jeff Miller 2021-9-8
Either of these:
Rsqr = corr(x(:,2),y)^2;
RsqrAlso = 1-(std(resids)/std(y))^2;

类别

在 Help Center 和 File Exchange 中查找有关 Exploration and Visualization 的更多信息

标签

产品


版本

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by