comp.lang.idl-pvwave archive: archive » Re: Regression fit and random noise

Home » Public Forums » archive » Re: Regression fit and random noise

Show: Today's Messages :: Show Polls :: Message Navigator
E-mail to friend

Re: Regression fit and random noise [message #83808 is a reply to message #83675]

Fri, 29 March 2013 16:39

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

On Friday, March 29, 2013 1:24:32 PM UTC-4, kisCA wrote:
>> Philip and Craig, thank you for your example.
>
>
>
> I still don't understand the asymptotic value I reach. My point is, if you "drown" your signal in noise, even if it's between 0 and 1, the R^2 should tend to zero.

Yes, it does. I gave you an example.

> Craig, what do you mean by: "R^2 itself has sample variance."

Given a random sample of data, the computed R^2 value will not exactly equal its expected theoretical value. There is variance about the expected mean value. Only in the limit of averaging over many samples does it convert to the expectation value.

Craig

Report message to a moderator

[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

Previous Topic:	Simplify if statements and for loops inside for loops
Next Topic:	Re: Calculating difference between each element in array from previous

-=] Back to Top [=-

[ Syndicate this forum (XML) ] [

] [

]

Current Time: Fri Oct 10 15:11:55 PDT 2025

Total time taken to generate the page: 1.28097 seconds