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Churning · 2020年12月30日

问一道题：NO.PZ2018101001000014

  1. CFA II
  2. Quantitative

问题如下：

Harry is a supermarket’s employer and he is interested in using math model to solve some problems. Recently, he wants to know the relationship among commodity demand volume(V), commodity prices(P) and consumer income level(I). The dependent variable is commodity demand volume and the other two is the independent variables. After doing the multiple regression analysis, he gets the following results:

What is the upper confidence interval of consumer income level’s regression coefficient at 0.1 level?

选项：

A.

3.467

B.

8.919

C.

9.798

解释：

B is correct.

考点: Interpret Regression Coefficient, Assumptions and F-test.

解析: Regression Coefficient Confidence Interval的公式是b1^±tcSb1^，这里的b1^等于6.193，Sb1^ 等于1.652。已知n为150，所以自由度（df）=n-k-1=147。当样本容量足够大(大于120)时，在α =0.1的情况下，tc近似于1.65，所以对于本题来说，置信区间上限等于6.193+1.65*1.652=8.919，选择B选项。

老师问下这道题 为什么是单尾 怎么判断的呢 我是拿双尾概率 每个尾巴5% 所以1.96算

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1 个答案

星星_品职助教 · 2020年12月31日

同学你好，

这道题是置信区间的考点，对应的是双尾。单侧面积5%，对应critical value为1.65

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