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KeynesYang · 2020年01月22日

问一道题：NO.PZ2018101001000014

  1. CFA II
  2. Quantitative

问题如下：

Harry is a supermarket’s employer and he is interested in using math model to solve some problems. Recently, he wants to know the relationship among commodity demand volume(V), commodity prices(P) and consumer income level(I). The dependent variable is commodity demand volume and the other two is the independent variables. After doing the multiple regression analysis, he gets the following results:

What is the upper confidence interval of consumer income level’s regression coefficient at 0.1 level?

选项：

A.

3.467

B.

8.919

C.

9.798

解释：

B is correct.

考点: Interpret Regression Coefficient, Assumptions and F-test.

解析: Regression Coefficient Confidence Interval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（df）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择B选项。

为啥根据I的已知的第一列I－cap，和第三列t－statistic算出来的SIcap和第二列不一样？

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1 个答案

星星_品职助教 · 2020年01月22日

同学你好，

“I”行最后一个数字应该修改为3.749

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