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水瓶公主 · 2023年05月08日

可以根据p value判断显著性吗

NO.PZ2022062760000007

问题如下:

For a sample of 400 firms, the relationship between corporate revenue (Yi) and the average years of experience per employee (Xi) is modeled as follows:


An analyst wants to test the joint null hypothesis that β1 = 0 and β2 = 0 at the 95% confidence level. The p-value for the t-statistic for β1 is 0.07, and the p-value for the t-statistic for β2 is 0.06. The p-value for the F-statistic for the regression is 0.045. Which of the following statements is correct?

选项:

A.

The analyst can reject the joint null hypothesis because each β is different from 0 at the 95% confidence level.

B.

The analyst cannot reject the joint null hypothesis because neither β is different from 0 at the 95% confidence level.

C.

The analyst can reject the joint null hypothesis because the F-statistic is significant at the 95% confidence level.

D.

The analyst cannot reject the joint null hypothesis because the F-statistic is not significant at the 95% confidence level.

解释:

中文解析:

t 检验不足以检验联合原假设。为了检验联合原假设,请检查 F 统计量,在这种情况下,它在 95% 的置信水平上具有统计显着性。因此,可以拒绝联合原假设。

The t-test would not be sufficient to test the joint null hypothesis. In order to test the joint null hypothesis, examine the F-statistic, which in this case is statistically significant at the 95% confidence level. Thus, the joint null hypothesis can be rejected.

p value 越小越拒绝,因为0.045小于0.05,所以拒绝原假设,即不显著

1 个答案

DD仔_品职助教 · 2023年05月08日

嗨,爱思考的PZer你好:


同学你好,

当然可以啊!

而且你选的pvalue很对,就是应该用F test的Pvalue

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虽然现在很辛苦,但努力过的感觉真的很好,加油!