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Ivana 🍭 · 2024年01月09日

请问

  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.

老师没太懂这题问的是什么，并且解析也没看懂


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1 个答案

品职助教_七七 · 2024年01月10日

嗨，从没放弃的小努力你好：


Quinni的caution是增加第三个变量，adjusted R-squared看似上升了，但不能得出三个变量模型更好的结论。case中位置定位如下：

这个提示是对的。新的三变量模型的adjusted R-squared基于的是500个样本（如上图）。但在与之对比的此前的两变量模型中，其adjusted R-squared基于的是40个样本（如下图）。样本数量不同，两个模型的adjusted R-squared是无法对比的，或者说不基于相同前提下的对比并没有意义。


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