Adjusted R-squared
Let's assume you conducted two different regression analyses using different financial models to explain returns. Based on the information below, which model is most likely superior?
Model | R-Squared | Adjusted R-Squared |
---|---|---|
Model 1 | 0.60 | 0.35 |
Model 2 | 0.95 | 0.40 |
Model 3 | 0.90 | 0.75 |
Este exercício faz parte do curso
Introduction to Portfolio Risk Management in Python
Exercício interativo prático
Transforme a teoria em ação com um de nossos exercícios interativos
