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𝒜𝒩𝒥𝒜 安雅🎃 · 2022年11月30日

significance of F是零但仍是significant?

* 问题详情,请 查看题干

NO.PZ202208300200000101

问题如下:

The most appropriate interpretation of the results reported in Exhibit 1 is that:

选项:

A.the F-statistic of the regression is not significant. B.predictions of defective assemblies per hour made using the regression have only about a 41% chance of being correct. C.variations in the independent variables explain approximately 41% of the variation in the defective assemblies per hour.

解释:

Solution C is correct. The R2 indicates that variations in the independent variables explain approximately 41% of the variation in the dependent variable. The F-statistic is highly significant. R2 does not inform us regarding the probability of a dependent variable prediction being correct.

A is incorrect. The F-test of the regression is highly significant.

B is incorrect. R2 does not inform us regarding the probability of a dependent variable prediction being correct.

解析说The F-test of the regression is highly significant,可是表格内写着significance of F 是零。这该怎么理解?

𝒜𝒩𝒥𝒜 安雅🎃 · 2022年11月30日

我是用题库筛选CFA 二级数量的习题,因为错题,所以提问的,但是这问题标签却是CPA会计的。如果有影响的话,请老师那边修改一下吧,谢谢!

1 个答案
已采纳答案

星星_品职助教 · 2022年11月30日

同学你好,

“significance of F”是F test的“p-value”的另一种表述方式。所以当significance of F / p-value小于significance level时,拒绝原假设。也就是significant。

由于significance of F=0,必然小于significance level,所以可得出结论“The F-test of the regression is highly significant”。