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灰飞翔的猫 · 2025年04月14日

Logistic Regression 2 Dataset

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NO.PZ202208220100000507

问题如下:

Determine, using the significant variable(s) in Logistic Regression 2 and the information provided, which of the following is closest to the probability of the Alpha ETF being a winning fund and whether it would be classified as a winning fund.

Alpha ETF variable values: small_fund = 0, medium_fund = 0, portfolio_stocks= 99.3%, portfolio_bonds = 0.7%, price_earnings = 25.0, price_book =1.1, price_sales = 4.0, and price_cashflow = 5.7.

Use significance level of 5% and probability threshold for being a winner of 65%.

选项:

A.27.4%, and the Alpha ETF is not classified as a winning fund B.36.0%, and the Alpha ETF is not classified as a winning fund C.82.2%, and the Alpha ETF is classified as a winning fund

解释:

B is correct. Besides the significant intercept, the only significant (at 5% level) variable in Logistic Regression 2 is price_sales. Using these factors, the probability of this ETF being a winning fund is calculated to be 35.95%, as follows:


Because this probability is well below the 65% threshold for being a winner, the Alpha EFT would not be classified as a winning fund.

不太理解为什么Logistic Regression 2的表格数据里P-Value那一列的表头要写成">|z|",这是什么意思?直接不就P-Value就好了么?

1 个答案

品职助教_七七 · 2025年04月14日

嗨,从没放弃的小努力你好:


写成">|z|"本题引用的某款统计软件所设置的固定输出格式。这一列就是p-value的意思,按照p-value的值理解即可。


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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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