NO.PZ202304050200003205
问题如下:
Based on the output for Logistic Regression 1 and the
information in the table above, which of the following alternatives is closest
to the change in the probability that an ETF will be a winning fund if its
price-to-earnings ratio increases by one unit and all else stays constant?
选项:
A.17.0%
0.16%
1.5%
解释:
B is correct. Keeping all the independent variables’
average values fixed and increasing the P/E value by 1, from 15.1743 to
16.1743, yields the new probability
P = 5.82%.
From the previous question, we know that the marginal
probability is 5.67%. Therefore, the marginal increase in the probability of an
average ETF being a winner went up 5.82% − 5.67% = 0.15%. A one-unit change in
the P/E of an ETF will increase the probability of it becoming a winning fund
by 0.15%, and therefore, B is the closest answer.
老师好,我有两个问题请教一下:
1.这道大题的4和5小问都是直接把每个系数b1b2b3...都代入公式求解。我不太明白什么情况下只要代入显著的系数(P值小的)进去计算,什么时候代入所有的系数去计算probability?
2.change one unit就是在已知mean的基础上+1再去计算吗,为什么是加1不是加1%呢?这个unit是怎么确定为1的呢?谢谢!