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Killy · 2020年08月16日

问一道题:NO.PZ2018101001000045 [ CFA II ]

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,请问阿尔法是指哪个值?
1 个答案

星星_品职助教 · 2020年08月16日

同学你好,

α就是significance level。以这道题的选项为例,要求significant at the 0.1 level就意味着significance level也就是α=0.1或10%。

另一种情况是给出置信区间confidence interval,例如95%置信区间,就意味着significance level也就是α=5%。