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Re: Regression fit and random noise [message #83686 is a reply to message #83685]

Thu, 28 March 2013 16:37

kisCA
Messages: 78
Registered: January 2011

Member

Again thanks to both of you.

First, Mats, I tried both and the results are the same.

Phillip:
> "In your case, setting noise ratio = 0 should provide the same value as if no noise was present because no (artificial) noise is present! "
Yes it does !
> "I bet if you crank up noise_ratio far enough you can get essentially uncorrelated data. "
I understand the process of "destroying" the correlation. What I don't get is why does the coefficient of determination (R2) reach a plateau value (0.3) and doesn't get closer to zero as I raise the noise_ratio a lot (like a hundred)...
> "underlying statistics"
Is there any useful quantity I can calculate which would help me in this case ?

Again, thank you for your time and your explanations !

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[Message index]

		Re: Regression fit and random noise By: kisCA on Fri, 29 March 2013 10:24
		Re: Regression fit and random noise By: Craig Markwardt on Thu, 28 March 2013 18:16
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 16:40
		Re: Regression fit and random noise By: kisCA on Thu, 28 March 2013 16:37
		Re: Regression fit and random noise By: Mats Löfdahl on Thu, 28 March 2013 16:26
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 16:18
		Re: Regression fit and random noise By: kisCA on Thu, 28 March 2013 15:26
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 14:51
		Re: Regression fit and random noise By: Craig Markwardt on Fri, 29 March 2013 16:39

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