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lea · 2022年11月20日

如何最快的判定price sales是唯一一个signifcant 的independent variable?

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NO.PZ202208220100000507

问题如下:

Determine, using the significant variable(s) in Logistic Regression 2 and the information provided, which of the following is closest to the probability of the Alpha ETF being a winning fund and whether it would be classified as a winning fund.

Alpha ETF variable values: small_fund = 0, medium_fund = 0, portfolio_stocks= 99.3%, portfolio_bonds = 0.7%, price_earnings = 25.0, price_book =1.1, price_sales = 4.0, and price_cashflow = 5.7.

Use significance level of 5% and probability threshold for being a winner of 65%.

选项:

A.27.4%, and the Alpha ETF is not classified as a winning fund B.36.0%, and the Alpha ETF is not classified as a winning fund C.82.2%, and the Alpha ETF is classified as a winning fund

解释:

B is correct. Besides the significant intercept, the only significant (at 5% level) variable in Logistic Regression 2 is price_sales. Using these factors, the probability of this ETF being a winning fund is calculated to be 35.95%, as follows:


Because this probability is well below the 65% threshold for being a winner, the Alpha EFT would not be classified as a winning fund.

the only significant (at 5% level) variable in Logistic Regression 2 is price_sales.” 《---- 如何最快的用表2来判断这个呢?

1 个答案

星星_品职助教 · 2022年11月20日

同学你好,

判断显著最快的方式就是直接看p-value。当p-value<significance level(本题为5%)时,直接拒绝原假设,也就是系数显著的不为0.

通过表2中的这一列(这道题的p-value>|z|就是平常所说的p-value),可以看出小于0.05的只有第一行的截距项和倒数第二行的 price_sales的系数。由此可得出答案解析中的结论“Besides the significant intercept, the only significant (at 5% level) variable in Logistic Regression 2 is price_sales.”


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PS,本题标签被标注为了CPA会计,提问时要标注正确的考试和科目;

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