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Marina_0122 · 2020年08月03日

问一道题:NO.PZ2018101001000032

问题如下:

Allen does the regression analysis to analyze the relationship between X and Y,and gets that the t-statistic for X is 2.8793. If the n is 102,which of the following statements is least likely correct?

选项:

A.

The estimated X coefficient is statistically significant at the 0.1 level.

B.

The estimated X coefficient is not statistically significant at the 0.1 level.

C.

The estimated X coefficient is statistically significant at the 0.05 level.

解释:

B is correct.

考点: Regression Coefficient: T-test.

解析:通过查T分布表可知,当df=100时, α =5%的情况下分界点等于1.984; α =10%的情况下分界点等于1.660。这两个值均小于t-statistic,即2.8793,所以说the estimated X coefficient is statistically significant both at the 0.1 level and 0.05 level,A和C正确。这道题要求选择是描述错误的一项,所以应该选择B选项。

请问怎么判断是单尾还是双尾检验 题目里没有说明

1 个答案
已采纳答案

星星_品职助教 · 2020年08月03日

同学你好,

根据选项可以看出,这道题是在看X的系数是否为 statistically significant,这就说明了原假设为H0:b1=0,所以备择假设即为Ha:b1≠0,也就是双尾检验。

如果题干中只说检查系数是否为 statistically significant,那就是在检查系数是否等于0的情况。

如果是检查系数是否等于一个特定的数字,如检查b1=2,那么选项描述会变为例如:check whether the estimated X coefficient is statistically significant different from 2 at the 0.1 level.