An R-squared result of 70 to 100 indicates that a given portfolio closely tracks the stock index in question, while a score between 0 and 40 indicates a very low correlation with the index.1Higher R-squared values also indicate the reliability ofbetareadings. Betameasures the volatilityof ...
A Beta of 1.0 for a stock means it has been as volatile as the broader market. If the index moves up or down 1%, so too would the stock, on average. Betas larger than 1.0 indicate greater volatility - so if the beta were 1.5 and the index moved up or down 1%, the stock would ...
Prove the following: Var(y) = E(y squared) - E( y squared), r.v.y. What are marginal means? For the table below, what is the chi-square? a. 0.36 b. 0.04 c. 0.82 d. 0.92 Define the determinant coefficient briefly. (a) What does a significant one-way chi square indicate? (...
Once the R-squared value has been determined, you have to interpret the result. Here, it‘s a good idea to look at certain intervals that the value can take. As mentioned earlier, the range of R2 values is between 0 and 1. 0 (no adjustment): An R-squared value of 0 means that t...
(a) What does effect size indicate? (b) What does r indicate? (c) What does r^2_{pb} indicate? What is meant by estimates of causality? What impact would an outlier have? (a) What is the final step when completing an experiment? (b) Why is effect size useful at this stage?
It ranges from 0 to 1, with higher values indicating a better fit of the model to the data. R-squared measures the goodness of fit but does not provide insights into prediction accuracy. Adjusted R-squared: It adjusts the R-squared value by the number of predictors in the model, ...
How does correlation analysis help uncover company issues? Correlation analysis can also be used to diagnose problems with multiple regression models. You may have some issues with a multivariate or multiple regression model, where it's not producing, or you have different independent variables that ...
A Beta of 1.0 for a stock means it has been as volatile as the broader market. If the index moves up or down 1%, so too would the stock, on average. Betas larger than 1.0 indicate greater volatility - so if the beta were 1.5 and the index moved up or down 1%, the stock would ...
Based on the data displayed in Table 3, the squared AVEs on the diagonal space exceeded the values of the correlation coefficients between the constructs, indicating the constructs discriminant validity. Upon taking into account all the indicators, it can be concluded that the measurement model achie...
Positive values indicate RB at a frequency higher than the population mean. In the sample of Polish 17-year-olds, the scale was homogeneous, with the main component explaining 54.43% of the total variability. Cronbach’s reliability coefficient was 0.672. Removing any one of the questions does ...