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Ryoooh · 2020年08月29日

问一道题:NO.PZ2019040801000038

问题如下:

Determine if this proposition is correct: In a simple linear regression, the appropriate number of degrees of freedom for the critical t-value used to calculate a confidence interval equals to the number of observations minus two.

选项:

A.

correct.

B.

incorrect, because the number of degrees of freedom for the critical t-value used to calculate a confidence interval is the number of observations.

C.

incorrect, because the number of degrees of freedom for the critical t-value used to calculate a confidence interval is the number of observations minus one.

D.

incorrect, because the number of degrees of freedom for the critical t-value used to calculate a confidence interval is uncertain.

解释:

A is correct.

考点:Hypothesis Test and Linear Regression

解析:在一元线性回归中,用于用t检验值构造置信区间的自由度数量,等于样本数减去2。因此命题正确。

想请问在什么情况下可以选自由度是k呢?在求参数的自由度的时候?

1 个答案

品职答疑小助手雍 · 2020年08月30日

嗨,爱思考的PZer你好:


没明白你说的用自由度k是什么意思,是想说什么时候自由度的确定中要引入k么?其实回归的自由度里本身就是有k的,只不过一元里k等于1,在多元回归里可以看到n-k-1这个自由度的


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