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Re: Regression fit and random noise [message #83675]

Fri, 29 March 2013 10:24

kisCA
Messages: 78
Registered: January 2011

Member

> 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.

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

Thank you again for your help, things start clearing up in my mind

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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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