NO.PZ2015120204000027
问题如下：
Epstein asks Litvenko whether it is possible to identify companies that are likely to outperform the market in the next period rather than just trying to predict the return for a company.The most appropriate way to address the outperformance issue discussed by Epstein and Litvenko is to:
选项：
A. use a probit model.
B. add a dummy variable to the regression.
C. replace one or more of the independent variables with its logarithmic transformation.
解释：
A is correct. A probit model is appropriate for a binary decision, such as whether a security is likely to outperform the market or not.
B is incorrect. A dummy variable is a qualitative independent variable. A model to classify outcomes as binary requires a qualitative dependent variable.
C is incorrect. A logarithmic transformation of an independent variable is appropriate when its relationship with the dependent variable is non-linear, but it will not change the form of the dependent variable to binary (outperforms or does not).
有点想不起来是在什么地方出现过，请老师明示
