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徐威廉 · 2020年06月12日

问一道题：NO.PZ201709270100000309 第9小题 [ CFA II ]

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

9.The best rationale for Quinni’s caution about the three-variable model is that the:

选项：

A.

dependent variable is defined differently.

B.

sample sizes are different in the two models.

C.

dividend growth rate is positively correlated with the other independent variables.

解释：

B is correct. If we use adjusted R2 to compare regression models, it is important that the dependent variable be defined the same way in both models and that the sample sizes used to estimate the models are the same. Varden’s first model was based on 40 observations, whereas the second model was based on 500.

这道题考点是什么？样本容量变大然后怎么了？

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1 个答案

星星_品职助教 · 2020年06月12日

同学你好，

如果要对比两个方程的adjusted R squared，需要满足两个前提，首先Y的定义需要相同，其次sample size需要一样。这道题由于sample size从40增加到了500，所以adjuested R squared 是不可比的。即此时就不能说adjusted R squared大的方程拟合的比另一个好了。

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