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Old 09-04-2005, 05:26 PM
Lexander Lexander is offline
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Join Date: Sep 2003
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Default Re: Follow-up question

You got an R^2 of .99 (or was it just R) on real baseball data using multiple regression? That tends to be a bit on the high side.

After thinking about what you are doing, are you plotting the number of games played versus the number of hits total for a player?

If so, then you have a bit of a problem. Multiple regression assumes independent errors. But your errors are not independent, since the next value depends on the previous value, so your model assumptions aren't correct (if a person is well above their average, the next day they are likely to remain well above average). Not sure exactly how wrong your model is without looking at it in more detail, but that would concern me. You have more of a time series model.
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