问题如下:
Whisky wants to investigate that whether variable A and B have a linear relationship with variable C, and variable A and B are independent variables, variable C is dependent variable. He does the multiple regression analysis and gets the following results:
If n is 51, which of the following conclusions is most likely correct?
选项:
A.Both A and B are significant at the 0.1 level.
B.A is significant at the 0.1 level.
C.B is significant at the 0.1 level.
解释:
B is correct.
考点: Regression Coefficient: T-test.
解析: 这道题可以直接通过比较P-value和α的值来判断是否significant。当P-value小于α时,我们拒绝原假设,此时变量是significant的。在这题中,只有变量A符合条件,所以A is significant at the 0.1 level。选择B选项。
老师好, 这题如果不用alpha做,是否原假设是 ba = bb = 0, 然后比较各自得T-stat 与-2.68(自由度为51-2= 49 , alpha 为。01/2 = 0.005。 查表得 2.68) 和2.68的大小是吗? 但这样下来看both A and B's t-stats (given)<2.68 所以都是不拒绝原假设,于是都不significant和答案不一样。 哪里错了? 谢谢。