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啊哈哈哈_ · 2020年09月03日

问一道题：NO.PZ201709270100000308

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

8.If Varden’s beliefs about ROE and CEO tenure are true, which of the following would violate the assumptions of multiple regression analysis?

选项：

A.

The assumption about CEO tenure distribution only

B.

The assumption about the ROE/dividend growth correlation only

C.

The assumptions about both the ROE/dividend growth correlation and CEO tenure distribution

解释：

C is correct. Multiple linear regression assumes that the relationship between the dependent variable and each of the independent variables is linear.

Varden believes that this is not true for dividend growth because he believes the relationship may be different in firms with a long-standing CEO. Multiple linear regression also assumes that the independent variables are not random. Varden states that he believes CEO tenure is a random variable.

为什么 CEO tenure distribution 不能是正态随机分布

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1 个答案

星星_品职助教 · 2020年09月03日

同学你好，

CEO tenure 是自变量，而用OLS方法的前提假设之一就是“The independent variables (X1, X2, ..., Xk) are not random”，所以这个是违背多元回归前提假设的。

 

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