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大老王 · 2023年04月11日

P-LEVEL

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000302

问题如下：

2. At a significance level of 1%, which of the following is the best interpretation of the regression coefficients with regard to explaining ROE?

选项：

A.

ESG is significant, but tenure is not.

B.

Tenure is significant, but ESG is not.

C.

Neither ESG nor tenure is significant.

解释：

C is correct. The t-statistic for tenure is 2.308, indicating significance at the 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, which means we fail to reject the null hypothesis for ESG at the 0.01 significance level.

请问P-LEVEL 都是和1%来比较嘛，还是说因为题干里说了1%？

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2 个答案

星星_品职助教 · 2023年04月12日

@大老王

考题都会标明significance level，不会让考生自己判断的。

星星_品职助教 · 2023年04月11日

同学你好，

与p-value相比的是significance level。，如果p-value＜significance level，则拒绝原假设。

本题和1%比较的原因是因为题目中标明significance level为1%（At a significance level of 1%）。

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NO.PZ201709270100000302 问题如下 2. a significanlevel of 1%, whiof the following is the best interpretation of the regression coefficients with regarto explaining ROE? ESG is significant, but tenure is not. Tenure is significant, but ESG is not. Neither ESG nor tenure is significant. C is correct. The t-statistic for tenure is 2.308, incating significanthe 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, whimeans we fail to rejethe null hypothesis for ESG the 0.01 significanlevel. 这里也有T值，我是否可以用T检验

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