第三章 多元线性回归2016.pptVIP

3、the relationship between F and R2 R2 =0，F=0 R2 =1，F=∞ Just as the R2, F shows the goodness of fit of regression model, namely how the multiple explanatory variables infect the dependent variable 3.5 prediction with multiple regression The method of prediction with multiple regression is just the same as with two-variable regression 3.6 the Extension of Testing The purpose: to verify the economic theory, to select the more fitted model. To test the equality of two regression coefficent H0: 2. The general F testing Set null hypothesis: H0: the m restrictions Run the un