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EmilyZhou · 2025年02月19日

请解释一下这道题

* 问题详情,请 查看题干

NO.PZ202208220100000510

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.

TTe probability will increase, but not as much as with the price-to-earnings increasing by one unit.

B.

TTe probability will increase more than the price-to-earnings increasing by one unit.

C.

TTe probability will not increase.

解释:

B is correct. In the previous question, the price-to-earnings variable value and the coefffcient 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. TTerefore, if we are reducing the product of a coefffcient value pair that is negative, we are increasing the overall value of the series of items in the exp function. TTe next step is to look to see how many negative coefffcient and value products are in the series of items in the exp function, then calculate the coefffcient value product, and compare them to the coefffcient 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 profft 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.

请解释一下这道题

1 个答案

品职助教_七七 · 2025年02月20日

嗨,从没放弃的小努力你好:


这道题是教材的课后题,但有一些问题。

题目和选项问的是:如果①除了net_assets之外的每个自变量减少1单位所导致的概率变化,和②price-to-earnings这个变量增加1单位所导致的概率变化,这两个变化量相比,哪个更大?

概率的变化量和log odds的变化量是一致的:log odds变化大的,对应的概率变化就大。而自变量变化1单位所带来的log odds的变化量就等于这个自变量的系数。由此可知,系数高的对应的概率变化量就大。这道题实际上就是在比较系数的大小。

而在四个为负的系数中,有三个的绝对值要比price-to-earnings的系数0.0292大。这三个可以说是“probability will increase more than the price-to-earnings increasing by one unit”。如果只考这三项,就选B。

但却有一个(portfolio_stocks)的系数更小,所以这一项就是“ probability will increase, but not as much as with the price-to-earnings increasing by one unit”。如果只考这一项,就选A。

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努力的时光都是限量版,加油!

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