How do we think about how well our sample regression line fits our sample data?

我们怎样衡量我们的样本回归线拟合样本数据有多好呢？

youdao

That's called the regression line and the intercept is called alpha — there's alpha.

这就是回归直线，这个是截点，用alpha表示…这里是alpha。

youdao

Data from the regression line itself may be helpful to provide mathematical estimates of the degree of linearity.

来自回归线自身的数据可以用于提供线性程度的数学评估。

youdao

What Gauss did was said, let's fit a line through the point-- the scatter of points--and that's called the regression line.

高斯说,做这样的一条直线,切合所有散点,这就是回归直线

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That's called the regression line and the intercept is called alpha--there's alpha.

这就是回归直线,这个是截点,用alpha表示...这里是alpha

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The concept of regression goes back to the mathematician Gauss, who talked about fitting a line through a scatter of points.

回归这个概念要追溯到数学家高斯,讨论的是从若干散点中切合出一条直线

耶鲁公开课 - 金融市场课程节选

R2 is most often seen as a number between 0 and 1, used to describe how well a regression line fits a set of data.

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He knows this because he has actual data on sales (available from Amazon) and the sales rank, and he knows how to plot a regression line in Excel.

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An R2 near 1 indicates that a regression line fits the data well, while an R2 close to 0 indicates a regression line does not fit the data very well.

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