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erin_hi1990 · 2023年07月25日

请问1.46454是怎么算的？

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202304050200003204

问题如下：

Determine for Logistic Regression 1 which of the following is closest to the change in the probability that an ETF will be a winning fund if net_assets increase by one unit, and all else stays constant.

选项：

A.

31.7%

B.

76.7%

C.

100.0%

解释：

A is correct. In Logistic Regression 1, the slope coefficient (i.e., log odds) for net_ assets is –0.7667. Therefore, the odds are e−0.7667 = 0.46454, and the probability (P) is 0.46454/(1.46454) = 0.31719, or 31.72%. So, a one-unit increase in net_assets results in a 31.72% increase in the probability that the EFT is a winning fund, all other variables held constant.

请问1.46454是怎么算的？

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1 个答案

星星_品职助教 · 2023年07月25日

同学你好，

log odds =Ln p/(1-p)，其中odds =p/(1-p)

计算出odds=0.46454后，相当于p/(1-p)=0.46454，

对该式进行移项，带p项的统一移到等式左边，即可得到：

(1+0.46454)p=0.46454

故p=0.46454 / (1+0.46454) ，即p=0.46454 / 1.46454 =0.31719

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