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wakaka · 2025年02月11日

请老师帮忙讲解下这道题

NO.PZ2024082801000045

问题如下:

Question A regression model is estimated using the equation Y = b0 + b1X1 + b2X2 + b3X3 + ε, where regression statistics show that X1 and X2 are highly statistically significant but X3 is not statistically significant. Which of the following statements about the use of this model for prediction is most accurate?

选项:

A.A.The model should not be used for prediction because X3 is not statistically significant B.B. X3 should be excluded from the prediction equation since it is not statistically significant C.C. X3 should be included in the prediction equation since it was used in estimating the slope coefficients

解释:

  • A is Incorrect because the model can still be used for prediction even if X3 is not statistically significant. If a regression model is estimated using all three independent variables, for example, any prediction of the dependent variable must also include all three variables—even the ones that are not statistically significant. This is because correlations between these variables were used in estimating the slope coefficients.

  • B is Incorrect because, if a regression model is estimated using all three independent variables, for example, any prediction of the dependent variable must also include all three variables—even the ones that are not statistically significant. This is because correlations between these variables were used in estimating the slope coefficients.

  • C is Correct because, if a regression model is estimated using all three independent variables, for example, any prediction of the dependent variable must also include all three variables—even the ones that are not statistically significant. This is because correlations between these variables were used in estimating the slope coefficients.

请老师帮忙讲解下这道题

1 个答案

品职助教_七七 · 2025年02月12日

嗨,努力学习的PZer你好:


本题的答案解析已经说明,即使系数不显著,也不能直接将对应的自变量(X3)删除,预测Y值时还是要带上所有的自变量。因为即便自变量系数不显著,这个系数也影响到了另外两个自变量的系数估计,直接不考虑了就会产生错误。


对于有完整答案解析的题目,重复解析是没有意义的。提问时请具体说明是解析的哪里需要进一步解释。

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