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
The assumption about the ROE/dividend growth
correlation only
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