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想谷女士 · 2022年12月10日

为什么intercept代表的是winning而不是average?

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NO.PZ202208220100000503

问题如下:

Determine which one of the following statements is true. “The intercept in these logistic regressions is interpreted as the ___.”

选项:

A.probability of the ETF being a winning fund if all independent variables are one B.log odds of the ETF being a winning fund if all independent variables are zero C.log odds of the ETF being an average fund if all independent variables are zero

解释:

B is correct. The intercept in these logistic regressions is interpreted as the log odds of the ETF being a winning fund if all independent variables are zero.

如题

1 个答案

星星_品职助教 · 2022年12月11日

同学你好,

logistic regression的intercept代表的是“event happens”时的log odds,也就是Y=1时的情况。

在本题中,“event”指的是 是否为winning fund,即“event happen”代表fund winning时的情况。或者直接看Y=1对应的是winning。

“average”对应的是not happen,或者说是Y=0时的情况。

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