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Regression fit and random noise [message #83691]

Thu, 28 March 2013 11:27

kisCA
Messages: 78
Registered: January 2011

Member

Hi there,
I am actually testing a multiple linear regression model by adding random noise to the original meteorological time series. When the noise/signal ratio become really high (20), the R2 value stabilize to 0.3-0.4. Is there any more explanation than that the maths "do their job" and will try to fit whatever it is with whatever you give the model to work with ? Is it an IDL thing ?
Thank you for your help
Cheers

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		Regression fit and random noise By: kisCA on Thu, 28 March 2013 11:27
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 14:50

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