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