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Sean711822 · 2020年01月31日

问一道题：NO.PZ201512020300000401

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

1. Regarding the intern’s Question 1, is the regression model as a whole significant at the 0.05 level?

选项：

A.

No, because the calculated F-statistic is less than the critical value for F.

B.

Yes, because the calculated F-statistic is greater than the critical value for F.

C.

Yes, because the calculated χ 2 statistic is greater than the critical value for [#PZMATH172#].

解释：

B is correct.

The F-test is used to determine if the regression model as a whole is significant.

F = Mean square regression (MSR) ÷ Mean squared error (MSE)

MSE = SSE/[n – (k + 1)] = 19,048 ÷ 427 = 44.60

MSR = SSR/k = 1071 ÷ 3 = 357

F = 357 ÷ 44.60 = 8.004

The critical value for degrees of freedom of 3 and 427 with α=0.05 (one-tail) is F = 2.63 from Exhibit 5. The calculated F is greater than the critical value, and Chiesa should reject the null hypothesis that all regression coefficients are equal to zero.

老师好，这题我没有疑问，题目和选项的显示有问题，烦请修正，谢谢

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1 个答案

星星_品职助教 · 2020年02月04日

同学你好，

有问必答并不是用来回复技术性质的问题的，你其余的类似问题我也不一一回了。统一我会反馈到技术那边。

Sean711822 · 2020年02月05日

谢谢老师

星星_品职助教 · 2020年02月05日

没问题，主要是我也着急，这种问题我解决不了，怎么出的毛病也不知道，除了反馈也干不了别的

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