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kkbis · 2020年02月18日

问一道题:NO.PZ201904080100004601

* 问题详情,请 查看题干

问题如下:

1. According to the statistical results of linear regression, which of the following conclusions can Frank get?

选项:

A.

the dummy variable has no statistical significance.

B.

biotechnology industry PEs are statistically significantly larger than medical equipmentindustry PEs.

C.

biotechnology industry PEs are statistically significantly larger than medical equipment industry PEs, holding DPO, G, and B constant.

D.

medical equipment PEs are statistically significantly larger than biotechnology industry PEs, holding DPO, G, and B constant.

解释:

C is correct.

考点:Dummy Variables

解析:在其他变量保持不变的前提下,当哑变量IND=1时,意味着选取的是生物科技行业股;当哑变量IND=0时,意味着选取的是医疗设备行业股。又因为IND前的系数为正,所以生物科技行业股的P/E Ratio会比医疗设备行业股显著更高。

你好,这题不太明白,为什么”又因为IND前的系数为正,所以生物科技行业股的P/E Ratio会比医疗设备行业股显著更高“ ??

1 个答案

品职答疑小助手雍 · 2020年02月19日

同学你好,因为哑变量的系数为正,当预测生物科技行业股的PE时,哑变量为1,那代入回归公式出来的值自然会大一些。

当预测医疗设备行业股的PE时,哑变量等于0,代入回归公式算出来的值这一项就是零,对结果没有任何加成。

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NO.PZ201904080100004601 问题如下 1. Accorng to the statisticresults of lineregression, whiof the following conclusions cFrank get? A.the mmy variable hno statisticsignificance. B.biotechnology instry PEs are statistically significantly larger thmecequipmentinstry PEs. C.biotechnology instry PEs are statistically significantly larger thmecequipment instry PEs, holng O, G, anB constant. mecequipment PEs are statistically significantly larger thbiotechnology instry PEs, holng O, G, anB constant. C is correct.考点mmy Variables解析在其他变量保持不变的前提下,当哑变量IN1时,意味着选取的是生物科技行业股;当哑变量IN0时,意味着选取的是医疗设备行业股。又因为IN的系数为正,所以生物科技行业股的P/E Ratio会比医疗设备行业股显著更高。 1. Accorng to the statisticresults of lineregression, whiof the following conclusions cFrank get?您的回答正确答案是: CAthe mmy variable hno statisticsignificance.Bbiotechnology instry PEs are statistically significantly larger thmecequipmentinstry PEs.C正确biotechnology instry PEs are statistically significantly larger thmecequipment instry PEs, holng O, G, anB constant.ecequipment PEs are statistically significantly larger thbiotechnology instry PEs, holng O, G, anB constant.数据统计(全部)做对次数: 549做错次数: 209正确率: 72.43%数据统计(个人)做对次数: 1做错次数: 1正确率: 50.00%解析C is correct.考点mmy Variables解析在其他变量保持不变的前提下,当哑变量IN1时,意味着选取的是生物科技行业股;当哑变量IN0时,意味着选取的是医疗设备行业股。又因为IN的系数为正,所以生物科技行业股的P/E Ratio会比医疗设备行业股显著更高。没太看懂解析

2024-03-05 14:02 1 · 回答

NO.PZ201904080100004601

2021-11-09 09:13 1 · 回答

NO.PZ201904080100004601 老师可以一下这这句话吗

2021-05-12 15:59 1 · 回答

老师好,这道题C的答案,为什么是看虚拟变量IN面系数的正负,而不是看t-statisti与经典题无答案版本第33页第3.3题的A答案对比,经典题里看的是t statstic (p-value)。

2020-08-19 20:33 1 · 回答