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

Amy_ywh · 2024年06月14日

请问可以解释一下这里df1 和df2怎么判断么

NO.PZ2023040502000011

问题如下:


Pres party dummy is equal to 1 if the US President is a member of the Democratic Party and 0 if a member of the Republican Party.


Is the regression model as a whole significant at the 0.05 level?

选项:

A.

No, because the calculated F-statistic is less than the critical value for F.

B.

Yes, because the calculated F-statistic is greater than the critical value for F.

C.

Yes, because the calculated χ2 statistic is greater than the critical value for χ2.

解释:

The F-test is used to determine if the regression model as a whole is significant.

F = Mean square regression (MSR) ÷ Mean squared error (MSE)

MSE = SSE/[n – (k + 1)] = 19,048 ÷ 427 = 44.60

MSR = SSR/k = 1071 ÷ 3 = 357

F = 357 ÷ 44.60 = 8.004

The critical value for degrees of freedom of 3 and 427 with (one-tail) is F = 2.63. The calculated F is greater than the critical value, and you should reject the null hypothesis that all regression coefficients are equal to zero.

是不是f test 的df1 都指的是k 然后df2 是n呢? 谢谢!

1 个答案
已采纳答案

品职助教_七七 · 2024年06月14日

嗨,从没放弃的小努力你好:


df1是k,df2为n-k-1。这是根据检验“regression model as a whole”时的F统计量公式确定的:

df1是分子(numerator)对应的自由度,从下方公式中,可见分子上调整的自由度就是k;

df2是分母(denominator)对应的自由度,从下方公式中,可见分子上调整的自由度就是n-k-1;

所以本题有三个自变量(红框),k=3,这就是df1;同时n=431(蓝框),n-k-1=431-3-1=427,这就是df2.

----------------------------------------------
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
  • 0

    关注
  • 111

    浏览
相关问题