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

我与狸奴不出门_005 · 2024年03月26日

问题具体是在问什么

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202208220100000508

问题如下：

Based on the output for Logistic Regression 1 in the table below, which of the following alternatives is closest to the probability that any ETF will be a winning fund?


选项：

A.

6.75%

B.

5.96%

C.

5.67%

解释：

C is correct. We calculate the probability that an that an ETF will be a winning fund by using the variable estimates and the average values of the independent variables. Using the equation for the probability, where we have seven independent variables,


Using the mean values and coefffcient estimates of the independent variables, the probability of the average ETF being a winner is


This implies that for an ETF with the average values of the independent variables, there is a 5.67% probability that it will be a winning ETF.

老师好，没有看懂题目具体是在问什么，辛苦翻译。which of the following alternatives is closest to the probability that any ETF will be a winning fund?

另外，这个计算和marginal effect是否有关？感谢解答。

添加评论
1 个答案
已采纳答案

品职助教_七七 · 2024年03月27日

嗨，爱思考的PZer你好：


alternatives就是选项的意思。题目就是在问哪个选项对应的是ETF为winning fund的概率。

logistic regression中的P为Y=1（“event happening”）的概率。由于winning fund就对应Y=1，所以直接把所有的X值代入到方程中，求出Ln（P/1-P）后，再反求出P。就是本题要求的概率了。

本题并不是要求P的变化，所以不涉及marginal effect。


----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 1

    关注

  • 336

    浏览
相关问题

NO.PZ202208220100000508 问题如下 Baseon the output for Logistic Regression 1 in the table below, whiof the following alternatives is closest to the probability thany ETF will a winning fun A.6.75% B.5.96% C.5.67% C is correct. We calculate the probability ththETF will a winningfunusing the variable estimates anthe average values of the inpenntvariables.Using the equation for the probability, where we have seven inpenntvariables,Using the mevalues ancoefffcient estimates of the inpennt variables, the probability of the average ETF being a winner isThis implies thfor ETF with the average values of the inpennt variables, there is a 5.67% probability thit will a winning ETF. 我看前面有的题说了5%的significanlevel，就还得先看看哪个变量是significant的。这题没说所以不用看，直接代入就可以是吗？

2024-07-14 16:02 1 · 回答

NO.PZ202208220100000508 问题如下 Baseon the output for Logistic Regression 1 in the table below, whiof the following alternatives is closest to the probability thany ETF will a winning fun A.6.75% B.5.96% C.5.67% C is correct. We calculate the probability ththETF will a winningfunusing the variable estimates anthe average values of the inpenntvariables.Using the equation for the probability, where we have seven inpenntvariables,Using the mevalues ancoefffcient estimates of the inpennt variables, the probability of the average ETF being a winner isThis implies thfor ETF with the average values of the inpennt variables, there is a 5.67% probability thit will a winning ETF. 请问这个公式哪里有讲过？exp在公式里是什么意思？

2024-03-10 05:24 1 · 回答