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wyrw · 2025年04月02日

问题1看不太明白

NO.PZ2023040502000004

问题如下:

Mike collects values for ROE, CEO tenure and ESG rating for a sample of 40 companies from the large-cap security universe. He performs a multiple regression with ROE (in percent) as the dependent variable and ESG rating, CEO tenure (in years) as the independent variables. He also wants to check on the relationship between these variables and the dividend growth rate (divgr).

Which of the following would violate the assumptions of multiple regression analysis?

1. ROE is less correlated with the dividend growth rate in firms whose CEO has been in office more than 15 years, and

2. CEO tenure is a normally distributed random variable.

选项:

A.

The assumption about CEO tenure distribution only

B.

The assumption about the ROE/dividend growth correlation only

C.

The assumptions about both the ROE/dividend growth correlation and CEO tenure distribution

解释:

Multiple linear regression assumes that the relationship between the dependent variable and each of the independent variables is linear. He believes that this is not true for dividend growth because he believes the relationship may be different in firms with a long-standing CEO. Multiple linear regression also assumes that the independent variables are not random. He states that he believes CEO tenure is a random variable.

问题1没看明白,同时题干中未有提到两者之间是线性关系呀

1 个答案

品职助教_七七 · 2025年04月03日

嗨,努力学习的PZer你好:


这道题问的是哪一条违反了回归方程的假设。

第一条说的是因变量ROE和自变量Divgr的关系不是线性的。可以理解为两者关系一会强一会弱,不是统一、一致的线性关系。这就违反了回归方程的Y和X需要是固定线性关系的假设。

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