开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Yaooo · 2023年05月21日

C

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000309

问题如下：

9.The best rationale for Quinni’s caution about the three-variable model is that the:

选项：

A.

dependent variable is defined differently.

B.

sample sizes are different in the two models.

C.

dividend growth rate is positively correlated with the other independent variables.

解释：

B is correct. If we use adjusted R2 to compare regression models, it is important that the dependent variable be defined the same way in both models and that the sample sizes used to estimate the models are the same. Varden’s first model was based on 40 observations, whereas the second model was based on 500.

dvd加进来后，不会和tenure有关系，存在multi collinear 因此R高吗

添加评论
1 个答案

星星_品职助教 · 2023年05月22日

同学你好，

1）本题之前已经说明新变量divgr没有多重共线性的问题。

2）当sample size改变的情况下（从40变为500），adj.R-squared不能进行比较。即无论此时adj R-squared变高还是变低，都没有意义。

  • 1

    回答

  • 1

    关注

  • 238

    浏览
相关问题

NO.PZ201709270100000309问题如下 9.The best rationale for Quinni’s caution about the three-variable mol is ththe: pennt variable is finefferently. sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. 老师没太懂这题问的是什么，并且解析也没看懂

2024-01-09 21:41 1 · 回答

NO.PZ201709270100000309 问题如下 9.The best rationale for Quinni’s caution about the three-variable mol is ththe: pennt variable is finefferently. sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. 老师，请问下面题目中的这句话Varn answers both questions correctly ansays he wants to chetwo more ias. He believes the following:1. ROE is less correlatewith the vingrowth rate in firms whose CEO hbeen in offimore th15 years.这个意思不是说v growth rate和CEO tenure有关系吗？所以这道题我理解为这两个自变量有多重共线性的问题，选了C。

2023-07-20 11:22 1 · 回答

NO.PZ201709270100000309 问题如下 9.The best rationale for Quinni’s caution about the three-variable mol is ththe: pennt variable is finefferently. sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. 这题的考点是不是太偏了，好像基础课没提到吧？AUESTER还有A B 2个要求。

2022-10-26 01:12 1 · 回答

sample sizes are fferent in the two mols. vingrowth rate is positively correlatewith the other inpennt variables. B is correct. If we use austeR2 to compare regression mols, it is important ththe pennt variable finethe same win both mols anththe sample sizes useto estimate the mols are the same. Varn’s first mol wbaseon 40 observations, wherethe seconmol wbaseon 500. A下，，没看懂。

2020-11-19 00:31 1 · 回答