NO.PZ202304050200003208
问题如下:
Based on the output from with Logistic Regression 1,
how will the change in the probability that an ETF will be a winning fund
increase if one of the other independent variable values, except for
net_assets, is decreased by one unit, holding all else constant?
选项:
A.The probability will increase, but not as much as with
the price-to-earnings increasing by one unit.
The probability will increase more than the
price-to-earnings increasing by one unit.
The probability will not increase.
解释:
B is correct. In
the previous question, the price-to-earnings variable value and the coefficient
are both positive. By increasing the variable value incrementally by one, we
are increasing the overall positive value of the series of items in the exp function.
Therefore, if we are reducing the product of a coefficient value pair that is
negative, we are increasing the overall value of the series of items in the exp
function.
The next step is to look to see how many negative
coefficient and value products are in the series of items in the exp function,
then calculate the coefficient value product, and compare them to the
coefficient value product for the price-to-earnings variable.
Therefore, as the portfolio_bonds variable increases
by one unit, it results in a larger increase in profit than the
price-to-earnings variable (0.1113 versus 0.0292), since its product is larger
than the price-to-earnings product increase by one unit.
为什么没有考虑price-to-sales自变量?