Jeffery · 2021年04月29日
* 问题详情，请 查看题干
NO.PZ201709270100000201
问题如下：
1.Considering Exhibit 1, the F-statistic is closest to:
选项：
A.3.22.
B.8.06.
C.30.79.
解释：
C is correct. The F-statistic is
Because F = 30.79 exceeds the critical F of 1.96, the null hypothesis that the regression coefficients are all 0 is rejected at the 0.05 significance level.
分子n-k-1为什么等于546，而不是546-8-1
星星_品职助教 · 2021年04月29日
同学你好，
546已经是n-k-1后的结果了。
根据题干描述“Honoré decides to study US mutual funds using a sample of 555 large-cap US equity funds” 可知n=555.
或者从题干的ANOVA表格出发，直接看“residual”的df，这个df直接就是n-k-1，也是MSE公式里的分母，直接就可以得到546.
换个角度，可以看出“Regression”对应的df，即k=8，“Total”对应的df，即n-1，等于554.所以n-k-1=554-8=546.
NO.PZ201709270100000201问题如下 1.Consiring Exhibit 1, the F-statistic is closest to: 3.22. 8.06. 30.79. C is correct. The F-statistic isF=RSS/KSSE/[n−(k+1)]=714.169/81583.113/546=89.27122.8995=30.79F=\frac{RSS/K}{SSE/{\lbrack{n-(k+1)}\rbrack}}=\frac{714.169/8}{1583.113/546}=\frac{89.2712}{2.8995}=30.79F=SSE/[n−(k+1)]RSS/K=1583.113/546714.169/8=2.899589.2712=30.79Because F = 30.79 excee the criticF of 1.96, the null hypothesis ththe regression coefficients are all 0 is rejectethe 0.05 significanlevel.为什么分母不是1583.113/549呢
NO.PZ201709270100000201 问题如下 1.Consiring Exhibit 1, the F-statistic is closest to: 3.22. 8.06. 30.79. C is correct. The F-statistic isF=RSS/KSSE/[n−(k+1)]=714.169/81583.113/546=89.27122.8995=30.79F=\frac{RSS/K}{SSE/{\lbrack{n-(k+1)}\rbrack}}=\frac{714.169/8}{1583.113/546}=\frac{89.2712}{2.8995}=30.79F=SSE/[n−(k+1)]RSS/K=1583.113/546714.169/8=2.899589.2712=30.79Because F = 30.79 excee the criticF of 1.96, the null hypothesis ththe regression coefficients are all 0 is rejectethe 0.05 significanlevel. 如题
请问这8个K是怎么找到的，我怎么只看见了6个，谢谢！
为啥第29题最后一小问那个求F值分子分母不用除以自由度，而这题需要？
